-98.8%
CHRN vs VT
+215.5%
-314.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | -25.2% | -2.3% | -22.9% | -23.3% |
| 30D | -45.6% | -5.0% | -40.7% | -42.5% |
| 3M | -46.9% | -4.9% | -42.0% | -43.8% |
| 6M | -21.3% | -1.5% | -19.8% | -17.8% |
| YTD | +24.4% | +8.5% | +15.9% | +20.6% |
| 1Y | +121.6% | +11.4% | +110.3% | +111.4% |
| 3Y | -47.3% | +70.1% | -117.4% | -63.7% |
| 5Y | -83.1% | +53.7% | -136.8% | -87.4% |
| All | -98.8% | +215.5% | -314.3% | -99.6% |
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