-50.2%
VFC vs CHD
+191.9%
-242.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +24.6% | +11.6% | +13.1% | +19.9% |
| 3M | +38.4% | +10.7% | +27.7% | +33.6% |
| 6M | +15.3% | +20.2% | -5.0% | +8.1% |
| YTD | +12.7% | +34.5% | -21.8% | +1.5% |
| 1Y | +32.7% | +32.6% | +0.1% | +20.1% |
| 3Y | +43.7% | +29.1% | +14.6% | +28.9% |
| 5Y | -69.2% | +31.5% | -100.7% | -72.9% |
| All | -50.2% | +191.9% | -242.2% | -64.0% |
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