+302.0%
CHE vs VT
+223.7%
+78.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.3% |
| 7D | -0.8% | +0.4% | -1.1% | -1.0% |
| 30D | +7.7% | -2.6% | +10.2% | +9.4% |
| 3M | -2.5% | -3.2% | +0.7% | -0.6% |
| 6M | +27.2% | +0.9% | +26.2% | +25.6% |
| YTD | +26.3% | +11.3% | +14.9% | +16.4% |
| 1Y | +24.5% | +14.0% | +10.5% | +12.8% |
| 3Y | -6.0% | +75.8% | -81.9% | -38.1% |
| 5Y | +9.8% | +57.8% | -48.1% | -22.0% |
| 10Y | +302.0% | +219.8% | +82.2% | +62.0% |
| All | +302.0% | +223.7% | +78.3% | +62.0% |
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