-96.2%
CHOW vs VT
+19.0%
-115.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -1.5% |
| 7D | -5.1% | +1.0% | -6.1% | -3.9% |
| 30D | +34.3% | -0.2% | +34.5% | +32.9% |
| 3M | +46.6% | +4.5% | +42.1% | +62.3% |
| 6M | -1.3% | +14.1% | -15.4% | +11.0% |
| YTD | -21.6% | +14.8% | -36.4% | -11.7% |
| All | -96.2% | +19.0% | -115.2% | -94.7% |
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