-22.6%
VST vs CHYM
-23.1%
+0.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.5% |
| 7D | +10.9% | +10.7% | +0.2% | +9.6% |
| 30D | -15.6% | +8.6% | -24.2% | -16.5% |
| 3M | -7.8% | +4.3% | -12.0% | -8.4% |
| 6M | -12.0% | +81.5% | -93.4% | -20.5% |
| YTD | -16.9% | +31.4% | -48.3% | -21.8% |
| 1Y | -25.1% | +62.2% | -87.3% | -32.0% |
| All | -22.6% | -23.1% | +0.4% | -24.8% |
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