-45.8%
CHTR vs VT
+221.4%
-267.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | -0.3% | +1.0% | -1.3% | -1.1% |
| 30D | -4.5% | -0.2% | -4.2% | -4.3% |
| 3M | +10.2% | +4.5% | +5.7% | +6.1% |
| 6M | -37.2% | +14.1% | -51.3% | -44.1% |
| YTD | -30.2% | +14.8% | -44.9% | -38.3% |
| 1Y | -44.8% | +21.2% | -66.0% | -53.4% |
| 3Y | -65.5% | +76.6% | -142.1% | -78.7% |
| 5Y | -81.8% | +66.6% | -148.4% | -88.3% |
| 10Y | -45.8% | +222.3% | -268.0% | -81.1% |
| All | -45.8% | +221.4% | -267.2% | -81.1% |
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