+301.1%
CHMG vs VT
+222.7%
+78.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | +3.3% | -0.7% | +3.9% | +3.9% |
| 3M | +18.0% | +4.0% | +14.0% | +13.3% |
| 6M | +54.7% | +12.3% | +42.4% | +37.8% |
| YTD | +52.1% | +14.0% | +38.1% | +33.5% |
| 1Y | +62.0% | +20.3% | +41.7% | +35.0% |
| 3Y | +127.1% | +75.4% | +51.6% | +31.1% |
| 5Y | +98.7% | +66.0% | +32.8% | +17.9% |
| 10Y | +301.1% | +228.2% | +72.9% | +15.5% |
| All | +301.1% | +222.7% | +78.5% | +15.5% |
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