+61.0%
CHIQ vs VT
+217.6%
-156.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +3.0% | -0.1% | +3.2% | +2.8% |
| 30D | +1.5% | -3.1% | +4.6% | +4.4% |
| 3M | -11.5% | -3.5% | -8.0% | -8.7% |
| 6M | -17.3% | +0.5% | -17.8% | -18.7% |
| YTD | -22.4% | +10.8% | -33.1% | -31.3% |
| 1Y | -28.7% | +11.9% | -40.6% | -37.6% |
| 3Y | -1.6% | +73.0% | -74.5% | -45.9% |
| 5Y | -40.1% | +58.6% | -98.7% | -63.5% |
| 10Y | +61.0% | +219.2% | -158.2% | -47.5% |
| All | +61.0% | +217.6% | -156.7% | -47.5% |
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