+1,886.9%
VGT vs CHTR
+301.6%
+1,585.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.3% |
| 7D | -1.0% | -7.1% | +6.1% | +0.6% |
| 30D | -0.4% | -10.9% | +10.4% | +1.8% |
| 3M | +6.6% | +2.0% | +4.6% | +4.5% |
| 6M | +31.0% | -35.9% | +67.0% | +41.7% |
| YTD | +27.2% | -32.7% | +59.9% | +34.8% |
| 1Y | +34.5% | -46.6% | +81.0% | +51.8% |
| 3Y | +123.1% | -66.7% | +189.9% | +177.5% |
| 5Y | +135.1% | -82.1% | +217.2% | +250.4% |
| 10Y | +803.4% | -46.8% | +850.2% | +839.3% |
| All | +1,886.9% | +301.6% | +1,585.3% | +941.7% |
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