+797.5%
CHD vs VT
+374.2%
+423.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -4.6% | +1.0% | -5.6% | -5.0% |
| 3M | +5.0% | +2.4% | +2.6% | +3.9% |
| 6M | -3.2% | +12.0% | -15.2% | -7.5% |
| YTD | +18.6% | +15.3% | +3.3% | +12.0% |
| 1Y | +4.8% | +22.6% | -17.8% | -3.4% |
| 3Y | +6.1% | +74.7% | -68.5% | -15.7% |
| 5Y | +24.0% | +66.1% | -42.2% | -0.6% |
| 10Y | +124.5% | +225.0% | -100.5% | +33.6% |
| All | +797.5% | +374.2% | +423.3% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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