-100.0%
CHR vs VT
+144.9%
-244.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +12.2% | -1.6% | +13.8% | +13.0% |
| 30D | -16.4% | -2.5% | -13.9% | -15.4% |
| 3M | -25.8% | -1.3% | -24.5% | -25.4% |
| 6M | -25.0% | +3.1% | -28.1% | -25.9% |
| YTD | -64.1% | +10.9% | -75.0% | -65.5% |
| 1Y | -92.9% | +12.1% | -105.0% | -93.3% |
| 3Y | -99.7% | +73.9% | -173.6% | -99.8% |
| 5Y | -99.9% | +58.0% | -157.9% | -100.0% |
| All | -100.0% | +144.9% | -244.9% | -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 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