+520.7%
CHCO vs VT
+357.8%
+162.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | 0.0% | +2.9% | -2.9% | -2.5% |
| 30D | +2.6% | -2.5% | +5.1% | +4.6% |
| 3M | -2.9% | -3.3% | +0.5% | -0.3% |
| 6M | +18.4% | +1.5% | +16.8% | +15.8% |
| YTD | +22.5% | +11.4% | +11.1% | +9.9% |
| 1Y | +20.8% | +11.9% | +8.9% | +7.9% |
| 3Y | +64.4% | +73.9% | -9.5% | -1.3% |
| 5Y | +99.0% | +57.9% | +41.1% | +27.4% |
| 10Y | +212.3% | +222.6% | -10.3% | +2.5% |
| All | +520.7% | +357.8% | +162.9% | +48.8% |
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 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