+125.4%
CHD vs VIG
+250.0%
-124.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.5% | -1.1% | -3.4% | -3.9% |
| 30D | -6.7% | -2.7% | -4.0% | -5.3% |
| 3M | -2.7% | +2.5% | -5.3% | -4.0% |
| 6M | -4.9% | +9.2% | -14.2% | -9.4% |
| YTD | +13.3% | +9.8% | +3.5% | +7.7% |
| 1Y | +1.0% | +12.4% | -11.4% | -5.4% |
| 3Y | +1.3% | +55.9% | -54.6% | -21.7% |
| 5Y | +20.8% | +63.9% | -43.1% | -10.1% |
| All | +125.4% | +250.0% | -124.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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