+75.9%
CHKP vs VT
+222.7%
-146.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.0% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +3.0% | -0.7% | +3.7% | +3.4% |
| 3M | +6.0% | +4.0% | +2.0% | +2.9% |
| 6M | -16.0% | +12.3% | -28.3% | -23.2% |
| YTD | -27.2% | +14.0% | -41.2% | -34.2% |
| 1Y | -31.3% | +20.3% | -51.6% | -40.2% |
| 3Y | -0.4% | +75.4% | -75.9% | -33.8% |
| 5Y | +10.4% | +66.0% | -55.6% | -24.3% |
| 10Y | +75.9% | +228.2% | -152.3% | -28.2% |
| All | +75.9% | +222.7% | -146.7% | -28.2% |
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 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