+2,260.0%
VGT vs CHD
+1,791.3%
+468.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.5% | -4.2% | +5.6% | +2.8% |
| 30D | +0.5% | -7.6% | +8.1% | +2.9% |
| 3M | +5.3% | -1.6% | +6.9% | +5.3% |
| 6M | +32.4% | -6.3% | +38.8% | +34.1% |
| YTD | +28.6% | +14.6% | +14.0% | +21.3% |
| 1Y | +37.6% | +1.6% | +36.0% | +34.7% |
| 3Y | +125.5% | +3.1% | +122.3% | +114.1% |
| 5Y | +135.2% | +21.1% | +114.1% | +105.7% |
| 10Y | +812.9% | +128.6% | +684.3% | +493.4% |
| All | +2,260.0% | +1,791.3% | +468.7% | +668.7% |
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