+778.9%
VLO vs CHD
+191.9%
+587.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | +6.8% | +0.4% | +6.4% | +6.7% |
| 30D | -17.9% | +11.6% | -29.4% | -18.0% |
| 3M | +13.5% | +10.7% | +2.9% | +13.4% |
| 6M | +53.0% | +20.2% | +32.8% | +52.5% |
| YTD | +133.7% | +34.5% | +99.2% | +131.4% |
| 1Y | +115.7% | +32.6% | +83.1% | +113.7% |
| 3Y | +231.9% | +29.1% | +202.8% | +228.5% |
| 5Y | +471.6% | +31.5% | +440.0% | +457.4% |
| All | +778.9% | +191.9% | +587.0% | +609.1% |
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