-50.5%
CHTR vs VT
+217.6%
-268.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +11.0% |
| 7D | +17.8% | -0.1% | +18.0% | +17.6% |
| 30D | +29.7% | -3.1% | +32.7% | +32.4% |
| 3M | -12.5% | -3.5% | -9.0% | -10.5% |
| 6M | -13.4% | +0.5% | -13.9% | -14.6% |
| YTD | -35.8% | +10.8% | -46.6% | -41.9% |
| 1Y | -36.3% | +11.9% | -48.2% | -42.8% |
| 3Y | -67.3% | +73.0% | -140.3% | -79.6% |
| 5Y | -80.9% | +58.6% | -139.5% | -87.3% |
| 10Y | -50.5% | +219.2% | -269.7% | -82.3% |
| All | -50.5% | +217.6% | -268.2% | -82.3% |
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