+123.4%
VRT vs CHD
+7.1%
+116.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.3% |
| 7D | +9.1% | -2.7% | +11.8% | +7.3% |
| 30D | +0.9% | -4.6% | +5.6% | -1.8% |
| 3M | -13.4% | +5.0% | -18.4% | -9.7% |
| 6M | +11.7% | -3.2% | +14.9% | +11.0% |
| YTD | +73.2% | +18.6% | +54.6% | +104.4% |
| 1Y | +123.4% | +4.8% | +118.6% | +136.3% |
| All | +123.4% | +7.1% | +116.4% | +136.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling