+800.0%
VGT vs CHTR
-44.7%
+844.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -0.2% | -4.1% | +3.9% | +0.6% |
| 30D | -0.4% | -3.0% | +2.5% | -0.3% |
| 3M | +4.4% | +4.8% | -0.3% | +1.9% |
| 6M | +32.1% | -35.0% | +67.1% | +42.3% |
| YTD | +28.8% | -30.2% | +59.0% | +35.0% |
| 1Y | +35.3% | -44.8% | +80.1% | +51.6% |
| 3Y | +124.8% | -66.6% | +191.3% | +182.4% |
| 5Y | +137.9% | -81.5% | +219.4% | +266.7% |
| All | +800.0% | -44.7% | +844.7% | +850.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling