+531.8%
CHCO vs VT
+374.2%
+157.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.5% | +0.4% | +1.0% | +1.1% |
| 30D | -0.2% | +1.0% | -1.1% | -1.0% |
| 3M | +16.5% | +2.4% | +14.1% | +13.6% |
| 6M | +21.5% | +12.0% | +9.5% | +9.1% |
| YTD | +24.6% | +15.3% | +9.3% | +8.9% |
| 1Y | +15.0% | +22.6% | -7.6% | -5.0% |
| 3Y | +70.5% | +74.7% | -4.2% | +2.3% |
| 5Y | +117.4% | +66.1% | +51.3% | +33.5% |
| 10Y | +285.0% | +225.0% | +60.0% | +26.2% |
| All | +531.8% | +374.2% | +157.6% | +47.4% |
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