-100.0%
CHR vs VT
+138.9%
-238.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.1% | -11.0% | -13.1% |
| 7D | -12.6% | -4.2% | -8.4% | -10.5% |
| 30D | -19.7% | -5.8% | -13.9% | -17.2% |
| 3M | -34.4% | -5.2% | -29.2% | -32.5% |
| 6M | -31.4% | +0.1% | -31.5% | -31.0% |
| YTD | -69.3% | +8.2% | -77.5% | -70.0% |
| 1Y | -88.8% | +10.1% | -98.9% | -89.1% |
| 3Y | -99.8% | +69.7% | -169.4% | -99.8% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +138.9% | -238.9% | -100.0% |
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 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