+31.6%
VTV vs CHYM
-23.3%
+54.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.0% | +4.4% | -5.5% | -1.2% |
| 3M | +4.6% | +91.3% | -86.7% | +1.4% |
| 6M | +13.5% | +44.0% | -30.5% | +11.1% |
| YTD | +18.5% | +31.1% | -12.6% | +16.2% |
| 1Y | +22.9% | +37.8% | -15.0% | +19.5% |
| All | +31.6% | -23.3% | +54.8% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling