+147.3%
VXUS vs CHTR
-44.7%
+192.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | -0.5% | -3.0% | +2.5% | -0.3% |
| 3M | +2.6% | +4.8% | -2.2% | +1.0% |
| 6M | +10.9% | -35.0% | +45.9% | +16.9% |
| YTD | +16.1% | -30.2% | +46.3% | +20.4% |
| 1Y | +22.3% | -44.8% | +67.1% | +32.4% |
| 3Y | +72.0% | -66.6% | +138.6% | +100.8% |
| 5Y | +54.1% | -81.5% | +135.6% | +105.4% |
| All | +147.3% | -44.7% | +192.0% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling