-100.0%
CHAI vs VT
+127.2%
-227.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.8% |
| 7D | +0.5% | -0.3% | +0.9% | +0.7% |
| 30D | -35.6% | -1.4% | -34.1% | -34.7% |
| 3M | -51.1% | -1.4% | -49.7% | -50.5% |
| 6M | -86.9% | +5.5% | -92.4% | -87.5% |
| YTD | -88.8% | +12.8% | -101.6% | -89.9% |
| 1Y | -95.0% | +15.4% | -110.4% | -95.5% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +127.2% | -227.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling