+1,855.0%
VRT vs CHD
+122.1%
+1,732.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -17.7% | +2.4% | -20.1% | -17.6% |
| 30D | -20.0% | +13.9% | -33.9% | -19.6% |
| 3M | -28.1% | +8.5% | -36.6% | -27.8% |
| 6M | -42.8% | +20.4% | -63.2% | -42.5% |
| YTD | +20.0% | +34.5% | -14.6% | +20.6% |
| 1Y | +3.5% | +33.8% | -30.2% | +4.1% |
| 3Y | +366.1% | +29.1% | +337.0% | +355.6% |
| 5Y | +632.2% | +31.2% | +600.9% | +603.4% |
| All | +1,855.0% | +122.1% | +1,732.8% | +1,719.6% |
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