-92.3%
CHGG vs VT
+217.6%
-309.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | -9.2% | -0.1% | -9.1% | -9.1% |
| 30D | -20.3% | -3.1% | -17.2% | -17.4% |
| 3M | -30.6% | -3.5% | -27.1% | -27.5% |
| 6M | -49.1% | +0.5% | -49.6% | -49.2% |
| YTD | -36.6% | +10.8% | -47.3% | -42.5% |
| 1Y | -33.7% | +11.9% | -45.6% | -40.3% |
| 3Y | -93.0% | +73.0% | -166.0% | -95.8% |
| 5Y | -98.0% | +58.6% | -156.7% | -98.7% |
| 10Y | -92.3% | +219.2% | -311.4% | -97.6% |
| All | -92.3% | +217.6% | -309.9% | -97.6% |
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