-6.9%
CHYM vs VLTO
-2.7%
-4.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.8% | +7.4% |
| 7D | +3.4% | -2.6% | +6.0% | +4.8% |
| 30D | +12.0% | -2.5% | +14.5% | +13.5% |
| 3M | +102.4% | +10.1% | +92.3% | +91.7% |
| 6M | +52.7% | +1.0% | +51.7% | +52.2% |
| YTD | +37.3% | -4.8% | +42.1% | +40.4% |
| 1Y | +42.2% | -9.3% | +51.5% | +47.9% |
| All | -6.9% | -2.7% | -4.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling