-100.0%
CHSN vs VT
+83.8%
-183.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.9% | +1.1% | -72.1% | -71.8% |
| 7D | -79.7% | -0.7% | -79.0% | -79.7% |
| 30D | -35.0% | -1.7% | -33.2% | -34.5% |
| 3M | -33.0% | -2.3% | -30.7% | -32.3% |
| 6M | -52.2% | +1.5% | -53.8% | -53.1% |
| YTD | -99.7% | +12.0% | -111.7% | -99.8% |
| 1Y | -99.7% | +12.9% | -112.6% | -99.8% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| All | -100.0% | +83.8% | -183.8% | -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 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