+420.5%
VUG vs CHRW
+170.5%
+249.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | +4.1% | -4.0% | -0.9% |
| 30D | -1.7% | +1.9% | -3.6% | -2.2% |
| 3M | +2.8% | -21.2% | +24.0% | +8.1% |
| 6M | +13.6% | -16.7% | +30.3% | +17.1% |
| YTD | +8.1% | -5.4% | +13.4% | +6.7% |
| 1Y | +13.1% | +21.2% | -8.1% | +3.2% |
| 3Y | +87.0% | +86.5% | +0.5% | +45.1% |
| 5Y | +76.0% | +93.0% | -17.1% | +32.5% |
| 10Y | +420.5% | +174.5% | +246.0% | +238.7% |
| All | +420.5% | +170.5% | +249.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling