+125.4%
CHD vs VICR
+1,679.8%
-1,554.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | +0.1% |
| 7D | -4.5% | +5.0% | -9.4% | -4.5% |
| 30D | -6.7% | -12.5% | +5.8% | -6.7% |
| 3M | -2.7% | -33.6% | +30.9% | -2.5% |
| 6M | -4.9% | +10.7% | -15.6% | -5.8% |
| YTD | +13.3% | +80.6% | -67.2% | +11.2% |
| 1Y | +1.0% | +288.4% | -287.4% | -2.6% |
| 3Y | +1.3% | +213.8% | -212.5% | -2.7% |
| 5Y | +20.8% | +58.8% | -38.0% | +17.0% |
| All | +125.4% | +1,679.8% | -1,554.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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