+29.2%
VT vs CHYM
-19.7%
+48.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.6% | -1.2% |
| 7D | -0.1% | +3.4% | -3.5% | -0.4% |
| 30D | -0.7% | +12.0% | -12.7% | -1.6% |
| 3M | +4.0% | +102.4% | -98.4% | -2.7% |
| 6M | +12.3% | +52.7% | -40.4% | +7.1% |
| YTD | +14.0% | +37.3% | -23.2% | +9.2% |
| 1Y | +20.3% | +42.2% | -21.9% | +14.3% |
| All | +29.2% | -19.7% | +48.8% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling