+1,216.9%
VST vs CHTR
-43.4%
+1,260.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +8.9% | -1.1% | +10.0% | +9.0% |
| 30D | +6.2% | -0.8% | +7.0% | +6.1% |
| 3M | -2.7% | +17.8% | -20.5% | -5.6% |
| 6M | -8.4% | -34.5% | +26.1% | -4.3% |
| YTD | -7.2% | -27.2% | +20.0% | -5.2% |
| 1Y | -20.9% | -41.4% | +20.5% | -16.0% |
| 3Y | +384.0% | -64.0% | +448.0% | +453.2% |
| 5Y | +757.1% | -81.3% | +838.3% | +1,052.6% |
| All | +1,216.9% | -43.4% | +1,260.3% | +1,208.7% |
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