+28.4%
CHIQ vs VT
+417.3%
-388.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -4.6% |
| 7D | +4.7% | +0.4% | +4.4% | +3.9% |
| 30D | +2.4% | -2.6% | +4.9% | +4.7% |
| 3M | -9.7% | -3.2% | -6.5% | -7.1% |
| 6M | -16.7% | +0.9% | -17.6% | -18.4% |
| YTD | -21.7% | +11.3% | -33.0% | -31.0% |
| 1Y | -25.7% | +14.0% | -39.7% | -36.2% |
| 3Y | -0.6% | +75.8% | -76.5% | -46.2% |
| 5Y | -39.7% | +57.8% | -97.5% | -62.7% |
| 10Y | +58.6% | +219.8% | -161.2% | -52.7% |
| All | +28.4% | +417.3% | -388.8% | -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