+351.0%
CHDN vs VT
+215.5%
+135.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.5% |
| 7D | +3.3% | -2.3% | +5.6% | +6.2% |
| 30D | +32.4% | -5.0% | +37.4% | +40.8% |
| 3M | +12.7% | -4.9% | +17.6% | +19.7% |
| 6M | +6.2% | -1.5% | +7.7% | +6.6% |
| YTD | -13.9% | +8.5% | -22.4% | -24.7% |
| 1Y | +1.8% | +11.4% | -9.6% | -14.4% |
| 3Y | -16.8% | +70.1% | -86.8% | -62.8% |
| 5Y | -17.7% | +53.7% | -71.4% | -56.6% |
| All | +351.0% | +215.5% | +135.5% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling