+13.8%
VRT vs CHYM
+71.1%
-57.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.9% | -18.8% | -13.3% |
| 7D | -15.4% | +3.7% | -19.1% | -15.6% |
| 30D | -19.0% | +5.6% | -24.5% | -19.3% |
| 3M | -23.8% | +19.7% | -43.6% | -26.1% |
| 6M | -37.9% | +35.3% | -73.1% | -41.0% |
| YTD | +27.0% | +18.7% | +8.3% | +21.2% |
| 1Y | +13.8% | +67.8% | -54.0% | -6.6% |
| All | +13.8% | +71.1% | -57.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling