-12.5%
VST vs CHYM
-19.7%
+7.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.4% |
| 7D | +5.3% | +3.4% | +1.9% | +4.8% |
| 30D | +5.8% | +12.0% | -6.2% | +4.0% |
| 3M | +3.5% | +102.4% | -98.9% | -7.9% |
| 6M | -7.4% | +52.7% | -60.1% | -14.3% |
| YTD | -6.1% | +37.3% | -43.3% | -12.1% |
| 1Y | -21.6% | +42.2% | -63.8% | -27.8% |
| All | -12.5% | -19.7% | +7.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling