+124.8%
VRT vs CHYM
-23.3%
+148.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | -8.4% | -2.3% | -6.1% | -8.2% |
| 30D | -10.9% | +4.4% | -15.3% | -11.4% |
| 3M | -13.7% | +91.3% | -105.0% | -20.9% |
| 6M | -4.1% | +44.0% | -48.1% | -9.3% |
| YTD | +58.7% | +31.1% | +27.6% | +51.2% |
| 1Y | +89.6% | +37.8% | +51.8% | +77.2% |
| All | +124.8% | -23.3% | +148.1% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling