-47.4%
CHTR vs VT
+221.8%
-269.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +17.2% | +2.4% | +14.9% | +15.1% |
| 30D | +31.6% | -1.5% | +33.1% | +32.7% |
| 3M | -11.6% | -4.1% | -7.5% | -9.1% |
| 6M | -3.3% | +0.6% | -3.8% | -4.5% |
| YTD | -33.7% | +11.0% | -44.7% | -40.1% |
| 1Y | -32.4% | +13.3% | -45.8% | -40.0% |
| 3Y | -65.9% | +73.4% | -139.3% | -78.8% |
| 5Y | -79.9% | +57.4% | -137.4% | -86.6% |
| All | -47.4% | +221.8% | -269.2% | -81.5% |
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