+60.8%
CHSCN vs VT
+215.5%
-154.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | -3.1% | -5.0% | +1.8% | -1.5% |
| 3M | -5.2% | -4.9% | -0.3% | -3.7% |
| 6M | -4.3% | -1.5% | -2.8% | -4.0% |
| YTD | -0.9% | +8.5% | -9.4% | -4.0% |
| 1Y | -0.6% | +11.4% | -12.0% | -4.6% |
| 3Y | +15.4% | +70.1% | -54.7% | -6.5% |
| 5Y | +18.3% | +53.7% | -35.5% | -0.4% |
| All | +60.8% | +215.5% | -154.7% | -12.2% |
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