-46.6%
VG vs CHD
+7.8%
-54.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.6% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | -3.6% | +12.2% | -15.7% | +1.3% |
| 3M | -4.0% | +9.3% | -13.3% | +0.2% |
| 6M | +9.4% | +24.3% | -14.9% | +19.3% |
| YTD | +86.6% | +34.9% | +51.8% | +104.1% |
| 1Y | +69.5% | +32.7% | +36.8% | +84.6% |
| All | -46.6% | +7.8% | -54.4% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling