-94.2%
CHNR vs VT
+229.8%
-324.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.5% |
| 7D | +1.8% | -1.1% | +2.9% | +2.6% |
| 30D | -2.5% | -1.0% | -1.5% | -1.8% |
| 3M | +8.2% | +3.2% | +5.0% | +5.9% |
| 6M | +13.7% | +12.5% | +1.2% | +4.9% |
| YTD | +10.6% | +14.1% | -3.5% | +0.9% |
| 1Y | -2.9% | +18.9% | -21.8% | -13.6% |
| 3Y | -73.5% | +74.1% | -147.6% | -81.9% |
| 5Y | -91.9% | +66.9% | -158.8% | -94.3% |
| All | -94.2% | +229.8% | -324.0% | -96.9% |
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