+57.3%
VUG vs CHRW
+49.0%
+8.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -11.1% | -7.3% | -3.8% | -10.1% |
| 3M | -7.2% | -14.2% | +6.9% | -5.2% |
| 6M | -4.1% | -25.1% | +20.9% | -0.5% |
| YTD | +1.4% | -21.2% | +22.5% | +3.1% |
| 1Y | +1.9% | -14.2% | +16.1% | +1.6% |
| 3Y | +77.7% | +63.5% | +14.2% | +45.3% |
| All | +57.3% | +49.0% | +8.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling