+21.0%
CHD vs VSXY
+42.7%
-21.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.1% |
| 7D | -2.9% | -6.8% | +3.9% | -2.8% |
| 30D | -6.2% | -20.4% | +14.2% | -5.8% |
| 3M | +1.6% | +2.9% | -1.3% | +1.5% |
| 6M | -3.5% | +67.9% | -71.4% | -4.5% |
| YTD | +16.2% | +44.9% | -28.6% | +15.2% |
| 1Y | +3.4% | +205.9% | -202.5% | +1.4% |
| 3Y | +4.6% | +373.9% | -369.2% | +0.8% |
| 5Y | +21.1% | +23.5% | -2.3% | +19.0% |
| All | +21.0% | +42.7% | -21.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling