+183.8%
VXUS vs CHRW
+170.7%
+13.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +2.2% | -3.5% | +5.7% | +2.9% |
| 3M | +3.0% | -19.4% | +22.4% | +7.4% |
| 6M | +10.7% | -21.4% | +32.0% | +15.6% |
| YTD | +17.8% | -7.1% | +25.0% | +17.2% |
| 1Y | +27.6% | +17.8% | +9.8% | +18.3% |
| 3Y | +73.3% | +78.8% | -5.5% | +39.0% |
| 5Y | +54.3% | +83.5% | -29.2% | +19.2% |
| 10Y | +149.8% | +160.2% | -10.4% | +61.2% |
| All | +183.8% | +170.7% | +13.1% | +70.1% |
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