+1,155.8%
VUG vs CHRW
+949.4%
+206.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -11.1% | -7.3% | -3.8% | -9.4% |
| 3M | -7.2% | -14.2% | +6.9% | -3.7% |
| 6M | -4.1% | -25.1% | +20.9% | +2.4% |
| YTD | +1.4% | -21.2% | +22.5% | +5.0% |
| 1Y | +1.9% | -14.2% | +16.1% | +2.5% |
| 3Y | +77.7% | +63.5% | +14.2% | +36.6% |
| 5Y | +57.6% | +49.6% | +8.0% | +22.6% |
| 10Y | +398.6% | +129.4% | +269.2% | +216.8% |
| All | +1,155.8% | +949.4% | +206.4% | +383.9% |
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