+719.1%
CHEF vs VT
+222.7%
+496.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.2% |
| 7D | +2.6% | +2.9% | -0.3% | -2.0% |
| 30D | -1.6% | -2.5% | +0.9% | +2.2% |
| 3M | -4.5% | -3.3% | -1.2% | +0.2% |
| 6M | +32.6% | +1.5% | +31.1% | +26.9% |
| YTD | +70.2% | +11.4% | +58.8% | +38.9% |
| 1Y | +71.8% | +11.9% | +59.9% | +39.0% |
| 3Y | +342.7% | +73.9% | +268.8% | +60.4% |
| 5Y | +213.8% | +57.9% | +155.9% | +36.5% |
| All | +719.1% | +222.7% | +496.4% | +28.2% |
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