-81.6%
CHTR vs VTV
+80.6%
-162.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.9% |
| 7D | -4.1% | -1.1% | -3.0% | -2.8% |
| 30D | -3.0% | -1.0% | -1.9% | -1.7% |
| 3M | +4.8% | +4.6% | +0.1% | -0.5% |
| 6M | -35.0% | +13.5% | -48.5% | -43.9% |
| YTD | -30.2% | +18.5% | -48.7% | -42.6% |
| 1Y | -44.8% | +22.9% | -67.7% | -56.4% |
| 3Y | -66.6% | +67.8% | -134.4% | -81.5% |
| All | -81.6% | +80.6% | -162.2% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling