+1,058.9%
VST vs CHTR
-50.1%
+1,109.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.6% | -12.7% | -3.1% |
| 7D | -6.0% | +17.8% | -23.8% | -7.9% |
| 30D | -18.8% | +29.7% | -48.4% | -21.5% |
| 3M | -8.0% | -12.5% | +4.5% | -6.9% |
| 6M | -10.9% | -13.4% | +2.5% | -10.2% |
| YTD | -18.3% | -35.8% | +17.4% | -15.5% |
| 1Y | -29.9% | -36.3% | +6.4% | -27.5% |
| 3Y | +290.3% | -67.3% | +357.6% | +349.0% |
| 5Y | +635.3% | -80.9% | +716.2% | +857.3% |
| 10Y | +1,162.4% | -50.5% | +1,212.9% | +1,189.4% |
| All | +1,058.9% | -50.1% | +1,109.0% | +1,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling