-93.7%
CHGG vs VT
+263.9%
-357.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +2.1% |
| 7D | -4.7% | -0.7% | -4.0% | -3.9% |
| 30D | -14.1% | -1.7% | -12.3% | -12.4% |
| 3M | -27.4% | -2.3% | -25.1% | -25.2% |
| 6M | -39.0% | +1.5% | -40.5% | -39.8% |
| YTD | -34.4% | +12.0% | -46.5% | -41.2% |
| 1Y | -46.5% | +12.9% | -59.4% | -52.2% |
| 3Y | -92.8% | +74.9% | -167.7% | -95.8% |
| 5Y | -97.9% | +59.9% | -157.9% | -98.7% |
| 10Y | -92.4% | +224.6% | -317.0% | -97.6% |
| All | -93.7% | +263.9% | -357.6% | -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