+172.5%
VEA vs CHD
+917.3%
-744.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | +1.9% | -2.9% | +4.8% | +2.9% |
| 30D | +0.8% | -6.2% | +7.0% | +3.0% |
| 3M | +5.7% | +1.6% | +4.1% | +4.6% |
| 6M | +13.3% | -3.5% | +16.8% | +14.0% |
| YTD | +18.4% | +16.2% | +2.2% | +11.0% |
| 1Y | +27.0% | +3.4% | +23.6% | +23.9% |
| 3Y | +79.3% | +4.6% | +74.7% | +70.7% |
| 5Y | +62.1% | +21.1% | +41.0% | +41.7% |
| 10Y | +160.3% | +126.5% | +33.7% | +53.0% |
| All | +172.5% | +917.3% | -744.8% | -40.5% |
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