-69.9%
VFC vs CHD
+125.6%
-195.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | -3.3% | -4.7% | +1.4% | -1.7% |
| 30D | -14.0% | -8.3% | -5.7% | -11.4% |
| 3M | -22.6% | -4.0% | -18.5% | -21.5% |
| 6M | -24.7% | -6.5% | -18.2% | -23.0% |
| YTD | -29.0% | +13.1% | -42.1% | -32.0% |
| 1Y | -13.8% | +2.3% | -16.1% | -14.7% |
| 3Y | -28.2% | +1.8% | -30.0% | -30.0% |
| 5Y | -79.0% | +20.6% | -99.6% | -80.8% |
| All | -69.9% | +125.6% | -195.5% | -76.4% |
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