+1,232.7%
VST vs CHTR
-50.2%
+1,282.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.7% | +0.6% |
| 7D | +5.3% | -15.8% | +21.1% | +7.5% |
| 30D | +5.8% | -12.7% | +18.4% | +7.3% |
| 3M | +3.5% | -1.1% | +4.6% | +2.8% |
| 6M | -7.4% | -39.9% | +32.5% | -2.4% |
| YTD | -6.1% | -35.9% | +29.8% | -2.6% |
| 1Y | -21.6% | -49.2% | +27.5% | -15.3% |
| 3Y | +357.2% | -68.3% | +425.5% | +430.9% |
| 5Y | +777.0% | -83.0% | +860.0% | +1,085.6% |
| All | +1,232.7% | -50.2% | +1,282.9% | +1,244.9% |
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