+161.1%
VEA vs CHD
+126.1%
+35.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -4.5% | +3.0% | -0.7% |
| 30D | -0.8% | -6.7% | +5.9% | +0.2% |
| 3M | +2.5% | -2.7% | +5.2% | +2.7% |
| 6M | +11.1% | -4.9% | +16.1% | +11.8% |
| YTD | +17.2% | +13.3% | +3.8% | +14.3% |
| 1Y | +24.5% | +1.0% | +23.5% | +23.7% |
| 3Y | +75.4% | +1.3% | +74.1% | +72.8% |
| 5Y | +61.1% | +20.8% | +40.3% | +51.2% |
| All | +161.1% | +126.1% | +35.0% | +118.3% |
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