-24.1%
VST vs CHYM
+61.0%
-85.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +19.2% | +9.4% | +9.7% | +18.0% |
| 30D | -17.2% | +10.5% | -27.6% | -18.0% |
| 3M | -8.1% | +4.5% | -12.7% | -8.7% |
| 6M | -8.1% | +82.5% | -90.6% | -17.0% |
| YTD | -16.3% | +31.2% | -47.5% | -21.3% |
| 1Y | -24.1% | +63.5% | -87.6% | -33.1% |
| All | -24.1% | +61.0% | -85.2% | -33.1% |
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