+32.7%
CHIQ vs VT
+436.0%
-403.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.7% |
| 30D | -7.6% | +1.0% | -8.6% | -8.6% |
| 3M | -6.1% | +2.4% | -8.4% | -8.9% |
| 6M | -12.2% | +12.0% | -24.2% | -22.7% |
| YTD | -19.1% | +15.3% | -34.5% | -31.0% |
| 1Y | -22.5% | +22.6% | -45.1% | -38.0% |
| 3Y | -7.6% | +74.7% | -82.3% | -49.3% |
| 5Y | -39.9% | +66.1% | -106.0% | -64.6% |
| 10Y | +62.5% | +225.0% | -162.5% | -52.1% |
| All | +32.7% | +436.0% | -403.3% | -76.2% |
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