-79.1%
VFC vs CHD
+19.7%
-98.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -4.0% | -4.7% | +0.8% | -2.1% |
| 30D | -14.6% | -8.3% | -6.3% | -11.7% |
| 3M | -23.1% | -4.0% | -19.1% | -21.8% |
| 6M | -25.2% | -6.5% | -18.7% | -23.4% |
| YTD | -29.5% | +13.1% | -42.6% | -32.9% |
| 1Y | -14.4% | +2.3% | -16.7% | -15.5% |
| 3Y | -28.7% | +1.8% | -30.5% | -31.4% |
| 5Y | -79.1% | +20.6% | -99.7% | -81.3% |
| All | -79.1% | +19.7% | -98.8% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling