+125.4%
CHD vs ITOT
+303.4%
-178.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | -6.7% | -1.5% | -5.3% | -6.3% |
| 3M | -2.7% | +3.6% | -6.3% | -3.9% |
| 6M | -4.9% | +13.7% | -18.6% | -9.1% |
| YTD | +13.3% | +12.9% | +0.4% | +8.6% |
| 1Y | +1.0% | +17.2% | -16.2% | -4.6% |
| 3Y | +1.3% | +75.6% | -74.3% | -18.8% |
| 5Y | +20.8% | +75.5% | -54.6% | -4.4% |
| All | +125.4% | +303.4% | -178.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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