+160.2%
VXUS vs CHRW
+129.8%
+30.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.7% |
| 7D | -1.8% | +0.6% | -2.3% | -1.9% |
| 30D | -4.6% | -7.3% | +2.7% | -3.2% |
| 3M | -6.1% | -14.2% | +8.1% | -3.4% |
| 6M | -4.9% | -25.1% | +20.2% | -0.1% |
| YTD | +8.1% | -21.2% | +29.2% | +10.8% |
| 1Y | +12.1% | -14.2% | +26.2% | +12.4% |
| 3Y | +63.9% | +63.5% | +0.4% | +32.6% |
| 5Y | +43.1% | +49.6% | -6.5% | +15.8% |
| 10Y | +139.2% | +129.4% | +9.8% | +56.9% |
| All | +160.2% | +129.8% | +30.4% | +60.9% |
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