+1,190.7%
VUG vs CHRW
+980.1%
+210.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.1% | +1.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -8.2% | -9.4% | +1.2% | -5.7% |
| 3M | -5.4% | -13.3% | +7.8% | -2.1% |
| 6M | -2.5% | -24.2% | +21.6% | +3.8% |
| YTD | +4.2% | -18.9% | +23.1% | +6.9% |
| 1Y | +5.0% | -12.4% | +17.4% | +5.0% |
| 3Y | +81.7% | +72.2% | +9.5% | +37.2% |
| 5Y | +62.5% | +53.4% | +9.1% | +25.5% |
| 10Y | +396.3% | +127.0% | +269.4% | +217.2% |
| All | +1,190.7% | +980.1% | +210.6% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling