+1,274.9%
VFC vs CHD
+11,631.5%
-10,356.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +30.7% | +12.2% | +18.5% | +27.1% |
| 3M | +40.6% | +9.3% | +31.3% | +37.6% |
| 6M | +16.5% | +24.3% | -7.8% | +10.4% |
| YTD | +16.2% | +34.9% | -18.7% | +7.8% |
| 1Y | +42.4% | +32.7% | +9.7% | +32.8% |
| 3Y | +48.1% | +29.4% | +18.6% | +37.7% |
| 5Y | -67.8% | +31.7% | -99.5% | -70.3% |
| 10Y | -48.5% | +191.7% | -240.1% | -61.0% |
| All | +1,274.9% | +11,631.5% | -10,356.6% | +468.5% |
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