+237.3%
CHTR vs VT
+392.8%
-155.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.4% |
| 7D | +5.9% | -2.3% | +8.2% | +7.5% |
| 30D | +10.4% | -5.0% | +15.3% | +14.2% |
| 3M | -25.0% | -4.9% | -20.1% | -22.5% |
| 6M | -24.6% | -1.5% | -23.0% | -24.4% |
| YTD | -43.4% | +8.5% | -51.9% | -47.7% |
| 1Y | -45.8% | +11.4% | -57.2% | -50.9% |
| 3Y | -71.6% | +70.1% | -141.7% | -81.4% |
| 5Y | -82.9% | +53.7% | -136.6% | -87.9% |
| 10Y | -52.8% | +220.0% | -272.8% | -80.7% |
| All | +237.3% | +392.8% | -155.5% | +6.9% |
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