+279.0%
CHTR vs VCIT
+93.7%
+185.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.2% |
| 7D | +5.4% | -1.4% | +6.8% | +6.4% |
| 30D | +24.0% | +0.8% | +23.2% | +23.4% |
| 3M | -11.7% | -1.7% | -9.9% | -10.5% |
| 6M | -10.3% | -2.1% | -8.2% | -8.9% |
| YTD | -36.5% | -2.0% | -34.4% | -35.5% |
| 1Y | -37.7% | -1.5% | -36.3% | -37.0% |
| 3Y | -67.6% | +19.0% | -86.6% | -70.9% |
| 5Y | -80.8% | +3.8% | -84.5% | -81.8% |
| 10Y | -51.3% | +30.6% | -81.9% | -54.0% |
| All | +279.0% | +93.7% | +185.3% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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