+31.5%
VCIT vs CHD
+196.6%
-165.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.5% | +12.2% | -10.7% | +1.1% |
| 3M | -1.0% | +9.3% | -10.3% | -1.2% |
| 6M | -1.7% | +24.3% | -25.9% | -2.3% |
| YTD | -1.4% | +34.9% | -36.2% | -2.2% |
| 1Y | -0.9% | +32.7% | -33.6% | -1.8% |
| 3Y | +19.8% | +29.4% | -9.6% | +18.8% |
| 5Y | +4.6% | +31.7% | -27.1% | +3.5% |
| 10Y | +31.5% | +191.7% | -160.2% | +30.0% |
| All | +31.5% | +196.6% | -165.0% | +30.0% |
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