+146.4%
VXUS vs CHRW
+168.2%
-21.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.7% |
| 7D | +1.6% | +1.9% | -0.4% | +1.2% |
| 30D | +1.0% | +0.9% | +0.1% | +0.8% |
| 3M | +5.7% | -19.9% | +25.5% | +9.3% |
| 6M | +13.6% | -15.8% | +29.4% | +16.0% |
| YTD | +17.4% | -5.6% | +23.0% | +16.5% |
| 1Y | +25.1% | +21.0% | +4.0% | +17.2% |
| 3Y | +75.8% | +86.0% | -10.2% | +46.2% |
| 5Y | +55.4% | +88.6% | -33.3% | +25.6% |
| 10Y | +146.4% | +169.3% | -22.9% | +73.9% |
| All | +146.4% | +168.2% | -21.8% | +73.9% |
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