+59.0%
CHIQ vs VT
+224.4%
-165.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +1.0% | -1.7% | +2.7% | +2.4% |
| 3M | -11.1% | -2.3% | -8.8% | -9.4% |
| 6M | -18.8% | +1.5% | -20.3% | -21.0% |
| YTD | -23.4% | +12.0% | -35.5% | -33.0% |
| 1Y | -29.3% | +12.9% | -42.2% | -38.7% |
| 3Y | -2.9% | +74.9% | -77.9% | -47.2% |
| 5Y | -43.4% | +59.9% | -103.3% | -65.8% |
| 10Y | +59.0% | +224.6% | -165.6% | -49.7% |
| All | +59.0% | +224.4% | -165.3% | -49.7% |
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