+22.0%
CHKP vs VT
+53.4%
-31.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -5.2% | -2.3% | -2.9% | -4.2% |
| 30D | +10.6% | -5.0% | +15.6% | +13.4% |
| 3M | +15.1% | -4.9% | +20.0% | +17.8% |
| 6M | +26.2% | -1.5% | +27.7% | +26.3% |
| YTD | -22.3% | +8.5% | -30.8% | -27.0% |
| 1Y | -26.6% | +11.4% | -38.0% | -32.2% |
| 3Y | +3.9% | +70.1% | -66.2% | -26.7% |
| All | +22.0% | +53.4% | -31.4% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling