+54.9%
CHIQ vs VT
+221.4%
-166.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -0.9% | +1.0% | -2.0% | -2.0% |
| 30D | -8.0% | -0.2% | -7.7% | -7.8% |
| 3M | -4.8% | +4.5% | -9.4% | -9.6% |
| 6M | -13.1% | +14.1% | -27.2% | -25.0% |
| YTD | -20.2% | +14.8% | -35.0% | -31.6% |
| 1Y | -25.8% | +21.2% | -47.0% | -39.9% |
| 3Y | -3.0% | +76.6% | -79.5% | -47.5% |
| 5Y | -41.5% | +66.6% | -108.1% | -65.9% |
| 10Y | +54.9% | +222.3% | -167.3% | -51.9% |
| All | +54.9% | +221.4% | -166.5% | -51.9% |
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