+149.6%
CHAT vs VT
+69.7%
+79.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.0% |
| 7D | -10.3% | -2.3% | -8.0% | -5.9% |
| 30D | -28.7% | -5.0% | -23.8% | -20.8% |
| 3M | -23.2% | -4.9% | -18.3% | -14.5% |
| 6M | -21.3% | -1.5% | -19.8% | -16.3% |
| YTD | +14.6% | +8.5% | +6.1% | +3.8% |
| 1Y | +10.4% | +11.4% | -1.0% | -4.2% |
| 3Y | +149.6% | +70.1% | +79.6% | +15.0% |
| All | +149.6% | +69.7% | +79.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling