-34.9%
VST vs CHYM
+71.1%
-105.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -14.5% |
| 7D | -15.7% | +3.7% | -19.4% | -16.2% |
| 30D | -17.0% | +5.6% | -22.6% | -17.7% |
| 3M | -15.9% | +19.7% | -35.6% | -18.7% |
| 6M | -25.0% | +35.3% | -60.3% | -29.9% |
| YTD | -25.1% | +18.7% | -43.8% | -28.8% |
| 1Y | -34.9% | +67.8% | -102.7% | -45.0% |
| All | -34.9% | +71.1% | -105.9% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling