+30.9%
CHIQ vs VT
+404.1%
-373.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | +8.8% | -2.3% | +11.1% | +11.2% |
| 30D | +7.0% | -5.0% | +12.0% | +12.5% |
| 3M | -7.7% | -4.9% | -2.8% | -3.2% |
| 6M | -15.1% | -1.5% | -13.6% | -14.6% |
| YTD | -20.2% | +8.5% | -28.7% | -27.7% |
| 1Y | -25.0% | +11.4% | -36.3% | -33.9% |
| 3Y | -1.4% | +70.1% | -71.4% | -44.6% |
| 5Y | -38.9% | +53.7% | -92.6% | -61.2% |
| 10Y | +65.6% | +220.0% | -154.4% | -50.6% |
| All | +30.9% | +404.1% | -373.2% | -75.0% |
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