+25.8%
CHKP vs VT
+57.0%
-31.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.1% | +2.4% | -0.3% | +0.9% |
| 30D | +9.8% | -1.5% | +11.3% | +10.5% |
| 3M | +9.6% | -4.1% | +13.8% | +11.8% |
| 6M | +27.8% | +0.6% | +27.2% | +26.6% |
| YTD | -20.7% | +11.0% | -31.7% | -26.4% |
| 1Y | -26.0% | +13.3% | -39.3% | -32.1% |
| 3Y | +2.8% | +73.4% | -70.6% | -28.1% |
| All | +25.8% | +57.0% | -31.2% | -9.3% |
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