+265.0%
CHDN vs VT
+224.5%
+40.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.5% |
| 7D | -3.1% | +0.4% | -3.6% | -3.7% |
| 30D | +0.8% | +1.0% | -0.2% | -0.5% |
| 3M | +1.1% | +2.4% | -1.3% | -2.8% |
| 6M | -4.1% | +12.0% | -16.1% | -18.7% |
| YTD | -23.5% | +15.3% | -38.8% | -37.9% |
| 1Y | -14.3% | +22.6% | -36.8% | -36.3% |
| 3Y | -30.3% | +74.7% | -104.9% | -69.4% |
| 5Y | -18.4% | +66.1% | -84.5% | -61.0% |
| All | +265.0% | +224.5% | +40.5% | -19.3% |
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