-94.6%
CHNR vs VT
+222.7%
-317.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -3.5% | +2.9% | -6.4% | -5.4% |
| 30D | -5.2% | -2.5% | -2.7% | -3.6% |
| 3M | -6.1% | -3.3% | -2.8% | -4.0% |
| 6M | -4.3% | +1.5% | -5.8% | -5.1% |
| YTD | +6.4% | +11.4% | -5.0% | -1.2% |
| 1Y | -3.0% | +11.9% | -14.9% | -10.2% |
| 3Y | -71.8% | +73.9% | -145.7% | -80.4% |
| 5Y | -92.2% | +57.9% | -150.0% | -94.2% |
| All | -94.6% | +222.7% | -317.3% | -83.5% |
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