-9.0%
CHYM vs VCIT
+4.5%
-13.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +1.7% | -0.3% | +2.0% | +2.8% |
| 30D | +30.2% | -0.8% | +31.0% | +33.1% |
| 3M | +85.9% | -1.0% | +86.9% | +92.2% |
| 6M | +49.9% | -1.8% | +51.8% | +55.5% |
| YTD | +34.1% | -0.7% | +34.8% | +36.8% |
| 1Y | +37.0% | +1.0% | +36.0% | +36.5% |
| All | -9.0% | +4.5% | -13.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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