+807.2%
CHEF vs VT
+221.4%
+585.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.0% |
| 7D | -5.8% | +1.0% | -6.8% | -7.3% |
| 30D | -1.2% | -0.2% | -1.0% | -0.9% |
| 3M | +34.6% | +4.5% | +30.0% | +24.3% |
| 6M | +73.1% | +14.1% | +59.0% | +37.3% |
| YTD | +74.7% | +14.8% | +59.9% | +36.8% |
| 1Y | +67.9% | +21.2% | +46.7% | +19.2% |
| 3Y | +285.8% | +76.6% | +209.2% | +39.1% |
| 5Y | +283.0% | +66.6% | +216.4% | +52.3% |
| 10Y | +807.2% | +222.3% | +584.9% | +49.8% |
| All | +807.2% | +221.4% | +585.7% | +49.8% |
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 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