+916.4%
VRT vs CHTR
-82.1%
+998.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -6.4% |
| 7D | -7.7% | -7.1% | -0.6% | -6.6% |
| 30D | -12.0% | -10.9% | -1.1% | -10.6% |
| 3M | -11.7% | +2.0% | -13.7% | -13.2% |
| 6M | -8.1% | -35.9% | +27.8% | -1.7% |
| YTD | +53.2% | -32.7% | +85.9% | +59.6% |
| 1Y | +81.7% | -46.6% | +128.2% | +102.8% |
| 3Y | +535.3% | -66.7% | +602.0% | +713.5% |
| 5Y | +916.4% | -82.1% | +998.5% | +1,739.1% |
| All | +916.4% | -82.1% | +998.5% | +1,739.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling