-1.4%
CHAU vs VT
+221.8%
-223.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -2.1% | +2.4% | -4.4% | -5.2% |
| 30D | -7.9% | -1.5% | -6.4% | -5.9% |
| 3M | -25.5% | -4.1% | -21.3% | -20.8% |
| 6M | -35.4% | +0.6% | -36.0% | -35.4% |
| YTD | -20.5% | +11.0% | -31.5% | -30.4% |
| 1Y | -19.5% | +13.3% | -32.9% | -31.6% |
| 3Y | +18.0% | +73.4% | -55.4% | -45.5% |
| 5Y | -53.1% | +57.4% | -110.5% | -74.9% |
| All | -1.4% | +221.8% | -223.1% | -79.4% |
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 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