+344.7%
CHDN vs VT
+224.4%
+120.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -2.8% |
| 7D | +2.7% | -0.7% | +3.4% | +3.2% |
| 30D | +25.0% | -1.7% | +26.8% | +27.1% |
| 3M | +13.6% | -2.3% | +15.9% | +16.3% |
| 6M | +16.8% | +1.5% | +15.3% | +12.6% |
| YTD | -11.5% | +12.0% | -23.6% | -26.0% |
| 1Y | +1.6% | +12.9% | -11.3% | -16.1% |
| 3Y | -14.5% | +74.9% | -89.5% | -63.2% |
| 5Y | -10.8% | +59.9% | -70.8% | -55.5% |
| 10Y | +344.7% | +224.6% | +120.1% | -3.7% |
| All | +344.7% | +224.4% | +120.3% | -3.7% |
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 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