+1,054.7%
VUG vs CHTR
+316.4%
+738.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.7% |
| 30D | -1.4% | -4.5% | +3.0% | -0.8% |
| 3M | +2.3% | +10.2% | -7.9% | -1.3% |
| 6M | +15.7% | -37.2% | +52.9% | +26.1% |
| YTD | +8.6% | -30.2% | +38.8% | +14.4% |
| 1Y | +14.1% | -44.8% | +58.8% | +27.7% |
| 3Y | +87.9% | -65.5% | +153.4% | +130.5% |
| 5Y | +76.3% | -81.8% | +158.1% | +158.7% |
| 10Y | +409.7% | -45.8% | +455.4% | +427.3% |
| All | +1,054.7% | +316.4% | +738.3% | +523.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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