-61.6%
CHA vs VT
+48.7%
-110.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +8.0% | +0.4% | +7.5% | +7.7% |
| 30D | +6.3% | +1.0% | +5.3% | +5.7% |
| 3M | +0.7% | +2.4% | -1.7% | -0.6% |
| 6M | +10.2% | +12.0% | -1.8% | +2.3% |
| YTD | +0.3% | +15.3% | -15.1% | -10.4% |
| 1Y | -30.2% | +22.6% | -52.8% | -42.8% |
| All | -61.6% | +48.7% | -110.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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