+286.5%
CHE vs VT
+221.4%
+65.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | -6.0% | -0.2% | -5.7% | -5.9% |
| 3M | +18.3% | +4.5% | +13.8% | +14.6% |
| 6M | +27.6% | +14.1% | +13.5% | +16.2% |
| YTD | +21.8% | +14.8% | +7.0% | +10.2% |
| 1Y | +12.5% | +21.2% | -8.7% | -2.0% |
| 3Y | +5.1% | +76.6% | -71.4% | -30.8% |
| 5Y | +11.1% | +66.6% | -55.5% | -24.2% |
| 10Y | +286.5% | +222.3% | +64.2% | +45.5% |
| All | +286.5% | +221.4% | +65.1% | +45.5% |
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