-45.9%
CHTR vs VTR
+99.2%
-145.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -3.0% | +1.1% | -4.1% | -3.2% |
| 3M | +4.8% | +7.9% | -3.1% | +2.8% |
| 6M | -35.0% | +6.2% | -41.2% | -36.1% |
| YTD | -30.2% | +17.7% | -47.9% | -33.0% |
| 1Y | -44.8% | +32.9% | -77.7% | -48.5% |
| 3Y | -66.6% | +129.7% | -196.2% | -72.4% |
| 5Y | -81.5% | +89.3% | -170.8% | -84.3% |
| All | -45.9% | +99.2% | -145.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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