+76.3%
VUG vs CHRW
+90.3%
-14.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +0.9% | +1.9% | -1.1% | +0.5% |
| 30D | -1.4% | +0.9% | -2.4% | -1.7% |
| 3M | +2.3% | -19.9% | +22.2% | +6.0% |
| 6M | +15.7% | -15.8% | +31.5% | +18.1% |
| YTD | +8.6% | -5.6% | +14.2% | +7.4% |
| 1Y | +14.1% | +21.0% | -7.0% | +5.8% |
| 3Y | +87.9% | +86.0% | +1.9% | +52.2% |
| 5Y | +76.3% | +88.6% | -12.3% | +40.7% |
| All | +76.3% | +90.3% | -14.0% | +40.7% |
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 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