-51.7%
CHAU vs VT
+59.8%
-111.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.1% |
| 7D | -1.7% | -0.7% | -1.0% | -0.9% |
| 30D | -9.1% | -1.7% | -7.4% | -7.1% |
| 3M | -22.4% | -2.3% | -20.1% | -20.1% |
| 6M | -31.6% | +1.5% | -33.1% | -32.2% |
| YTD | -17.5% | +12.0% | -29.6% | -26.5% |
| 1Y | -15.8% | +12.9% | -28.7% | -25.6% |
| 3Y | +23.7% | +74.9% | -51.3% | -32.3% |
| 5Y | -51.7% | +59.9% | -111.6% | -71.8% |
| All | -51.7% | +59.8% | -111.5% | -71.8% |
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