-14.9%
CHTR vs VTEB
+25.5%
-40.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.4% |
| 7D | -4.1% | -0.9% | -3.2% | -3.3% |
| 30D | -3.0% | -2.5% | -0.5% | -0.9% |
| 3M | +4.8% | -3.0% | +7.7% | +7.4% |
| 6M | -35.0% | -2.1% | -32.9% | -33.8% |
| YTD | -30.2% | -1.5% | -28.7% | -29.2% |
| 1Y | -44.8% | +0.2% | -44.9% | -44.7% |
| 3Y | -66.6% | +8.6% | -75.1% | -68.5% |
| 5Y | -81.5% | +1.2% | -82.7% | -81.8% |
| 10Y | -44.8% | +18.1% | -62.9% | -44.9% |
| All | -14.9% | +25.5% | -40.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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