+147.1%
VXUS vs CHRW
+131.8%
+15.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.3% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -1.2% | -4.3% | +3.1% | -0.6% |
| 3M | -3.8% | -7.4% | +3.6% | -3.1% |
| 6M | -1.7% | -20.7% | +19.0% | +1.1% |
| YTD | +11.4% | -15.9% | +27.3% | +12.3% |
| 1Y | +13.3% | -9.9% | +23.2% | +12.6% |
| 3Y | +70.0% | +79.0% | -9.0% | +40.9% |
| 5Y | +48.1% | +61.3% | -13.2% | +23.3% |
| 10Y | +147.1% | +128.5% | +18.5% | +83.9% |
| All | +147.1% | +131.8% | +15.3% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling