+8.6%
VRT vs CHD
+33.1%
-24.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -2.9% |
| 7D | -17.7% | +2.4% | -20.1% | -16.3% |
| 30D | -20.0% | +13.9% | -33.9% | -13.1% |
| 3M | -28.1% | +8.5% | -36.6% | -24.0% |
| 6M | -42.8% | +20.4% | -63.2% | -35.8% |
| YTD | +20.0% | +34.5% | -14.6% | +55.6% |
| All | +8.6% | +33.1% | -24.5% | +40.5% |
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