+911.8%
VLO vs CHD
+125.6%
+786.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +4.0% | -4.7% | +8.7% | +4.0% |
| 30D | +19.0% | -8.3% | +27.3% | +19.1% |
| 3M | +50.0% | -4.0% | +54.0% | +50.0% |
| 6M | +79.1% | -6.5% | +85.7% | +79.4% |
| YTD | +140.3% | +13.1% | +127.2% | +138.3% |
| 1Y | +148.3% | +2.3% | +146.0% | +147.4% |
| 3Y | +194.6% | +1.8% | +192.8% | +193.0% |
| 5Y | +609.6% | +20.6% | +589.0% | +586.6% |
| All | +911.8% | +125.6% | +786.2% | +760.8% |
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