-73.6%
CHOW vs VT
+12.5%
-86.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.8% |
| 7D | -24.3% | -2.3% | -22.0% | -24.7% |
| 30D | +488.3% | -5.0% | +493.3% | +465.6% |
| 3M | +809.8% | -4.9% | +814.7% | +772.2% |
| 6M | +683.5% | -1.5% | +685.1% | +725.3% |
| YTD | +447.7% | +8.5% | +439.2% | +489.5% |
| 1Y | -62.4% | +11.4% | -73.8% | -52.0% |
| All | -73.6% | +12.5% | -86.1% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling