-51.4%
VG vs CHD
+5.2%
-56.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.7% |
| 7D | -22.0% | +2.0% | -24.0% | -21.1% |
| 30D | -11.6% | +13.0% | -24.7% | -7.1% |
| 3M | -14.9% | +6.1% | -21.0% | -12.3% |
| 6M | -3.5% | +15.9% | -19.4% | +2.4% |
| YTD | +70.0% | +31.6% | +38.4% | +83.9% |
| 1Y | +50.0% | +28.5% | +21.5% | +61.5% |
| All | -51.4% | +5.2% | -56.6% | -50.3% |
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 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