+63.4%
VSH vs CHD
+30.9%
+32.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -3.3% |
| 7D | -13.6% | +6.9% | -20.6% | -9.5% |
| 30D | -30.4% | +17.1% | -47.5% | -23.2% |
| 3M | -33.3% | +9.1% | -42.4% | -28.6% |
| 6M | -15.1% | +21.4% | -36.4% | -5.6% |
| YTD | +80.2% | +34.9% | +45.4% | +95.6% |
| 1Y | +63.4% | +31.0% | +32.3% | +77.9% |
| All | +63.4% | +30.9% | +32.4% | +77.9% |
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 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