+789.7%
VFC vs CHD
+10,220.8%
-9,431.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -11.6% | -4.6% | -7.0% | -10.6% |
| 3M | -18.1% | +5.0% | -23.1% | -19.1% |
| 6M | -27.4% | -3.2% | -24.1% | -26.8% |
| YTD | -24.8% | +18.6% | -43.5% | -28.0% |
| 1Y | -8.2% | +4.8% | -13.0% | -9.5% |
| 3Y | -29.1% | +6.1% | -35.2% | -30.9% |
| 5Y | -79.2% | +24.0% | -103.1% | -80.5% |
| 10Y | -68.1% | +124.5% | -192.6% | -74.4% |
| All | +789.7% | +10,220.8% | -9,431.1% | +279.5% |
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