+96.1%
VCIT vs CHD
+846.3%
-750.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +1.9% | +13.0% | -11.1% | +1.7% |
| 3M | -1.4% | +6.1% | -7.5% | -1.6% |
| 6M | -2.1% | +15.9% | -18.0% | -2.4% |
| YTD | -1.6% | +31.6% | -33.3% | -2.1% |
| 1Y | -0.9% | +28.5% | -29.4% | -1.3% |
| 3Y | +20.0% | +30.5% | -10.5% | +19.5% |
| 5Y | +3.1% | +30.7% | -27.6% | +2.6% |
| 10Y | +28.7% | +184.2% | -155.5% | +29.1% |
| All | +96.1% | +846.3% | -750.2% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling