-52.2%
CHOW vs VT
+13.3%
-65.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +94.3% | -1.6% | +95.9% | +93.7% |
| 30D | +628.6% | -2.5% | +631.1% | +602.8% |
| 3M | +1,024.0% | -1.3% | +1,025.3% | +1,004.3% |
| 6M | +848.8% | +3.1% | +845.7% | +929.3% |
| YTD | +571.1% | +10.9% | +560.1% | +653.5% |
| All | -52.2% | +13.3% | -65.4% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling