+644.6%
VRT vs CHD
+4.0%
+640.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +2.5% |
| 7D | +13.6% | -2.9% | +16.5% | +11.8% |
| 30D | +6.8% | -6.2% | +13.0% | +3.3% |
| 3M | -3.2% | +1.6% | -4.8% | -1.3% |
| 6M | +20.3% | -3.5% | +23.9% | +19.6% |
| YTD | +79.6% | +16.2% | +63.4% | +99.4% |
| 1Y | +139.0% | +3.4% | +135.6% | +151.5% |
| 3Y | +644.6% | +4.6% | +640.0% | +680.9% |
| All | +644.6% | +4.0% | +640.6% | +680.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling