+181.9%
CHPS vs VT
+67.1%
+114.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.3% |
| 7D | +8.8% | +2.4% | +6.5% | +3.9% |
| 30D | -14.4% | -1.5% | -12.9% | -10.5% |
| 3M | -19.2% | -4.1% | -15.1% | -10.4% |
| 6M | -16.5% | +0.6% | -17.0% | -13.9% |
| YTD | +50.3% | +11.0% | +39.3% | +30.1% |
| 1Y | +60.0% | +13.3% | +46.6% | +33.7% |
| 3Y | +202.3% | +73.4% | +129.0% | +26.8% |
| All | +181.9% | +67.1% | +114.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling