-91.7%
CHGG vs VT
+223.7%
-315.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -3.0% |
| 7D | -9.0% | +0.4% | -9.3% | -9.4% |
| 30D | -17.6% | -2.6% | -15.0% | -15.1% |
| 3M | -33.7% | -3.2% | -30.5% | -30.9% |
| 6M | -47.4% | +0.9% | -48.4% | -47.8% |
| YTD | -34.4% | +11.3% | -45.7% | -40.9% |
| 1Y | -31.5% | +14.0% | -45.5% | -39.5% |
| 3Y | -92.9% | +75.8% | -168.7% | -95.9% |
| 5Y | -98.0% | +57.8% | -155.8% | -98.7% |
| 10Y | -91.7% | +219.8% | -311.5% | -97.4% |
| All | -91.7% | +223.7% | -315.4% | -97.4% |
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 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