+800.0%
VGT vs CHD
+126.1%
+673.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.2% | -4.5% | +4.3% | +0.7% |
| 30D | -0.4% | -6.7% | +6.3% | +0.8% |
| 3M | +4.4% | -2.7% | +7.2% | +4.7% |
| 6M | +32.1% | -4.9% | +37.0% | +32.8% |
| YTD | +28.8% | +13.3% | +15.4% | +24.1% |
| 1Y | +35.3% | +1.0% | +34.3% | +33.7% |
| 3Y | +124.8% | +1.3% | +123.4% | +117.2% |
| 5Y | +137.9% | +20.8% | +117.1% | +112.4% |
| All | +800.0% | +126.1% | +673.8% | +578.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling