+913.9%
CHD vs VT
+345.0%
+568.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +0.9% |
| 7D | +5.0% | -4.2% | +9.2% | +6.6% |
| 30D | +15.3% | -5.8% | +21.1% | +17.8% |
| 3M | +7.7% | -5.2% | +13.0% | +9.8% |
| 6M | +19.8% | +0.1% | +19.7% | +19.3% |
| YTD | +34.0% | +8.2% | +25.8% | +29.4% |
| 1Y | +30.1% | +10.1% | +20.0% | +24.7% |
| 3Y | +33.0% | +69.7% | -36.7% | +6.6% |
| 5Y | +33.1% | +53.4% | -20.3% | +10.0% |
| 10Y | +189.4% | +219.2% | -29.8% | +73.0% |
| All | +913.9% | +345.0% | +568.9% | +397.7% |
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