+334.3%
CHTR vs VCIT
+96.3%
+237.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -0.3% | -0.7% | -0.8% |
| 30D | -0.8% | -0.8% | 0.0% | -0.2% |
| 3M | +17.8% | -1.0% | +18.8% | +18.7% |
| 6M | -34.5% | -1.8% | -32.6% | -33.6% |
| YTD | -27.2% | -0.7% | -26.5% | -26.8% |
| 1Y | -41.4% | +1.0% | -42.4% | -41.7% |
| 3Y | -64.0% | +18.8% | -82.9% | -67.7% |
| 5Y | -81.3% | +3.5% | -84.7% | -82.4% |
| 10Y | -44.1% | +29.2% | -73.3% | -48.0% |
| All | +334.3% | +96.3% | +237.9% | +294.2% |
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