+44.4%
VMC vs CHD
+30.9%
+13.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.7% | +0.4% | -2.0% | -1.8% |
| 30D | +15.3% | +11.6% | +3.7% | +12.7% |
| 3M | +0.3% | +10.7% | -10.4% | -1.8% |
| 6M | +0.9% | +20.2% | -19.4% | -2.8% |
| YTD | -1.0% | +34.5% | -35.5% | -6.3% |
| 1Y | -4.3% | +32.6% | -36.9% | -9.2% |
| 3Y | +35.3% | +29.1% | +6.2% | +25.9% |
| 5Y | +44.4% | +31.5% | +12.9% | +25.2% |
| All | +44.4% | +30.9% | +13.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling