-56.7%
CHAU vs VT
+212.0%
-268.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -0.9% |
| 7D | -2.1% | +2.4% | -4.4% | -5.5% |
| 30D | -7.9% | -1.5% | -6.4% | -5.8% |
| 3M | -25.5% | -4.1% | -21.3% | -20.4% |
| 6M | -35.4% | +0.6% | -36.0% | -35.5% |
| YTD | -20.5% | +11.0% | -31.5% | -31.6% |
| 1Y | -19.5% | +13.3% | -32.9% | -33.0% |
| 3Y | +18.0% | +73.4% | -55.4% | -50.5% |
| 5Y | -53.1% | +57.4% | -110.5% | -77.0% |
| 10Y | -1.5% | +221.7% | -223.2% | -88.0% |
| All | -56.7% | +212.0% | -268.7% | -93.6% |
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