+255.5%
CHAT vs VT
+85.2%
+170.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | +2.9% | +0.4% | +2.4% | +2.1% |
| 30D | +0.5% | +1.0% | -0.5% | -1.1% |
| 3M | -10.6% | +2.4% | -13.0% | -13.1% |
| 6M | +43.3% | +12.0% | +31.3% | +20.2% |
| YTD | +51.9% | +15.3% | +36.6% | +21.6% |
| 1Y | +72.2% | +22.6% | +49.7% | +25.0% |
| 3Y | +216.5% | +74.7% | +141.8% | +32.8% |
| All | +255.5% | +85.2% | +170.3% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling