-94.5%
CHNR vs VT
+226.9%
-321.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | -5.2% | -2.0% | -3.2% | -3.8% |
| 30D | -5.9% | -1.4% | -4.5% | -5.0% |
| 3M | +1.6% | +4.7% | -3.1% | -1.7% |
| 6M | +9.5% | +11.4% | -1.9% | +1.7% |
| YTD | +6.1% | +13.1% | -6.9% | -2.6% |
| 1Y | -23.6% | +19.0% | -42.6% | -32.1% |
| 3Y | -74.3% | +73.9% | -148.3% | -82.4% |
| 5Y | -92.2% | +65.4% | -157.6% | -94.5% |
| All | -94.5% | +226.9% | -321.4% | -97.0% |
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