+87.9%
VUG vs CHRW
+86.2%
+1.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | +0.9% | +1.9% | -1.1% | +0.6% |
| 30D | -1.4% | +0.9% | -2.4% | -1.6% |
| 3M | +2.3% | -19.9% | +22.2% | +4.4% |
| 6M | +15.7% | -15.8% | +31.5% | +17.0% |
| YTD | +8.6% | -5.6% | +14.2% | +8.0% |
| 1Y | +14.1% | +21.0% | -7.0% | +9.5% |
| 3Y | +87.9% | +86.0% | +1.9% | +69.6% |
| All | +87.9% | +86.2% | +1.7% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling