+235.5%
VEA vs CHTR
+301.6%
-66.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.2% |
| 7D | -2.1% | -7.1% | +5.1% | -0.7% |
| 30D | -1.1% | -10.9% | +9.8% | +0.8% |
| 3M | +5.1% | +2.0% | +3.1% | +3.5% |
| 6M | +9.8% | -35.9% | +45.7% | +17.4% |
| YTD | +15.9% | -32.7% | +48.6% | +22.1% |
| 1Y | +24.6% | -46.6% | +71.1% | +38.0% |
| 3Y | +75.5% | -66.7% | +142.3% | +110.1% |
| 5Y | +59.4% | -82.1% | +141.5% | +120.9% |
| 10Y | +160.3% | -46.8% | +207.1% | +154.7% |
| All | +235.5% | +301.6% | -66.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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