+111.2%
CHT vs VT
+223.7%
-112.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +6.2% | -2.6% | +8.8% | +6.9% |
| 3M | +14.9% | -3.2% | +18.1% | +15.8% |
| 6M | +15.9% | +0.9% | +15.0% | +15.3% |
| YTD | +21.7% | +11.3% | +10.4% | +17.6% |
| 1Y | +19.8% | +14.0% | +5.8% | +14.8% |
| 3Y | +50.9% | +75.8% | -24.9% | +26.6% |
| 5Y | +48.4% | +57.8% | -9.5% | +27.5% |
| 10Y | +111.2% | +219.8% | -108.6% | +34.9% |
| All | +111.2% | +223.7% | -112.4% | +34.9% |
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