+334.3%
CHTR vs VT
+423.9%
-89.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -0.8% | +1.0% | -1.7% | -1.5% |
| 3M | +17.8% | +2.4% | +15.4% | +15.2% |
| 6M | -34.5% | +12.0% | -46.5% | -40.4% |
| YTD | -27.2% | +15.3% | -42.5% | -35.3% |
| 1Y | -41.4% | +22.6% | -64.0% | -50.4% |
| 3Y | -64.0% | +74.7% | -138.7% | -76.8% |
| 5Y | -81.3% | +66.1% | -147.4% | -87.5% |
| 10Y | -44.1% | +225.0% | -269.1% | -77.3% |
| All | +334.3% | +423.9% | -89.7% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling