-91.2%
CHGG vs VT
+274.6%
-365.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | 0.0% | -13.2% | -13.2% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | -17.5% | +1.0% | -18.4% | -18.1% |
| 3M | -32.5% | +2.4% | -34.9% | -34.3% |
| 6M | +28.8% | +12.0% | +16.8% | +14.6% |
| YTD | -8.6% | +15.3% | -23.9% | -20.8% |
| 1Y | -49.1% | +22.6% | -71.7% | -58.4% |
| 3Y | -92.0% | +74.7% | -166.7% | -95.3% |
| 5Y | -99.0% | +66.1% | -165.2% | -99.4% |
| 10Y | -87.6% | +225.0% | -312.6% | -96.0% |
| All | -91.2% | +274.6% | -365.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling