+1,164.9%
VST vs CHTR
-49.2%
+1,214.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.6% |
| 7D | +6.6% | +17.2% | -10.6% | +4.8% |
| 30D | -12.4% | +31.6% | -44.0% | -15.4% |
| 3M | -9.0% | -11.6% | +2.6% | -7.9% |
| 6M | -6.4% | -3.3% | -3.2% | -7.0% |
| YTD | -17.2% | -33.7% | +16.5% | -14.6% |
| 1Y | -22.0% | -32.4% | +10.4% | -20.0% |
| 3Y | +296.7% | -65.9% | +362.6% | +354.3% |
| 5Y | +637.6% | -79.9% | +717.5% | +855.1% |
| All | +1,164.9% | -49.2% | +1,214.0% | +1,190.3% |
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