+21.1%
CHD vs VO
+42.2%
-21.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -7.6% | -1.9% | -5.6% | -7.1% |
| 3M | -1.6% | +3.3% | -4.9% | -2.4% |
| 6M | -6.3% | +9.7% | -16.0% | -8.4% |
| YTD | +14.6% | +12.6% | +2.0% | +11.3% |
| 1Y | +1.6% | +13.6% | -12.1% | -1.6% |
| 3Y | +3.1% | +56.8% | -53.7% | -8.3% |
| 5Y | +21.1% | +42.3% | -21.2% | +7.0% |
| All | +21.1% | +42.2% | -21.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling