+387.0%
VNQ vs CHD
+1,694.5%
-1,307.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -0.9% | -4.2% | +3.3% | +1.2% |
| 30D | -2.2% | -7.6% | +5.3% | +1.5% |
| 3M | -1.9% | -1.6% | -0.3% | -1.5% |
| 6M | +3.2% | -6.3% | +9.6% | +6.0% |
| YTD | +9.4% | +14.6% | -5.2% | +1.1% |
| 1Y | +7.5% | +1.6% | +5.9% | +5.2% |
| 3Y | +31.1% | +3.1% | +27.9% | +24.3% |
| 5Y | +6.6% | +21.1% | -14.5% | -9.6% |
| 10Y | +63.9% | +128.6% | -64.7% | -12.1% |
| All | +387.0% | +1,694.5% | -1,307.5% | -12.7% |
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