+54.4%
VXUS vs CHRW
+83.1%
-28.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +2.2% | -3.5% | +5.7% | +2.6% |
| 3M | +3.0% | -19.4% | +22.4% | +5.3% |
| 6M | +10.7% | -21.4% | +32.0% | +13.2% |
| YTD | +17.8% | -7.1% | +25.0% | +17.4% |
| 1Y | +27.6% | +17.8% | +9.8% | +22.4% |
| 3Y | +73.3% | +78.8% | -5.5% | +53.1% |
| All | +54.4% | +83.1% | -28.7% | +32.9% |
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 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