-93.8%
CHGG vs VT
+251.5%
-345.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.2% | -1.5% |
| 7D | -13.0% | -4.2% | -8.9% | -8.7% |
| 30D | -15.5% | -5.8% | -9.7% | -9.5% |
| 3M | -41.7% | -5.2% | -36.5% | -37.8% |
| 6M | -51.6% | +0.1% | -51.7% | -51.7% |
| YTD | -35.5% | +8.2% | -43.7% | -39.8% |
| 1Y | -34.8% | +10.1% | -44.9% | -40.1% |
| 3Y | -92.8% | +69.7% | -162.5% | -95.6% |
| 5Y | -98.0% | +53.4% | -151.4% | -98.7% |
| 10Y | -91.2% | +219.2% | -310.4% | -97.1% |
| All | -93.8% | +251.5% | -345.3% | -98.1% |
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