+953.6%
VRT vs CHD
+19.3%
+934.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.8% |
| 7D | +2.4% | -4.2% | +6.6% | +1.7% |
| 30D | -2.7% | -7.6% | +4.9% | -3.8% |
| 3M | -9.2% | -1.6% | -7.6% | -9.1% |
| 6M | -0.5% | -6.3% | +5.8% | -0.8% |
| YTD | +62.3% | +14.6% | +47.7% | +65.3% |
| 1Y | +109.6% | +1.6% | +108.0% | +112.7% |
| 3Y | +573.1% | +3.1% | +569.9% | +558.0% |
| 5Y | +953.6% | +21.1% | +932.6% | +848.8% |
| All | +953.6% | +19.3% | +934.3% | +848.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling