-12.0%
CHYM vs VLTO
-4.0%
-7.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.7% |
| 7D | -2.9% | -4.5% | +1.6% | -0.4% |
| 30D | +3.0% | -4.6% | +7.6% | +5.7% |
| 3M | +98.7% | +13.3% | +85.4% | +85.6% |
| 6M | +46.4% | +2.1% | +44.3% | +45.1% |
| YTD | +29.8% | -6.1% | +35.9% | +33.8% |
| 1Y | +40.5% | -11.4% | +51.8% | +47.4% |
| All | -12.0% | -4.0% | -7.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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