+112.0%
VSH vs CHD
+7.1%
+104.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +4.1% | -2.7% | +6.7% | +3.0% |
| 30D | -4.2% | -4.6% | +0.5% | -5.6% |
| 3M | -50.0% | +5.0% | -55.0% | -49.2% |
| 6M | +80.2% | -3.2% | +83.4% | +83.7% |
| YTD | +121.1% | +18.6% | +102.4% | +123.5% |
| 1Y | +112.0% | +4.8% | +107.2% | +120.1% |
| All | +112.0% | +7.1% | +104.9% | +120.1% |
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