+125.4%
CHD vs VYM
+209.2%
-83.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -4.5% | -0.8% | -3.7% | -4.1% |
| 30D | -6.7% | -2.2% | -4.5% | -5.7% |
| 3M | -2.7% | +3.1% | -5.8% | -4.1% |
| 6M | -4.9% | +9.7% | -14.7% | -9.0% |
| YTD | +13.3% | +14.9% | -1.5% | +6.1% |
| 1Y | +1.0% | +17.6% | -16.6% | -6.5% |
| 3Y | +1.3% | +65.3% | -64.0% | -21.1% |
| 5Y | +20.8% | +78.7% | -57.9% | -9.9% |
| All | +125.4% | +209.2% | -83.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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