+30.6%
VCIT vs CHD
+180.1%
-149.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +1.1% | +13.9% | -12.8% | +0.7% |
| 3M | -1.4% | +8.5% | -9.9% | -1.6% |
| 6M | -2.3% | +20.4% | -22.7% | -2.9% |
| YTD | -1.8% | +34.5% | -36.3% | -2.7% |
| 1Y | -1.0% | +33.8% | -34.8% | -1.9% |
| 3Y | +19.3% | +29.1% | -9.9% | +18.3% |
| 5Y | +3.8% | +31.2% | -27.4% | +2.7% |
| 10Y | +30.6% | +193.1% | -162.6% | +29.1% |
| All | +30.6% | +180.1% | -149.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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