+34.0%
VSH vs CHD
+1.8%
+32.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.5% |
| 7D | +3.5% | -4.2% | +7.7% | +2.8% |
| 30D | -4.4% | -7.6% | +3.2% | -5.6% |
| 3M | -45.8% | -1.6% | -44.2% | -45.8% |
| 6M | +90.1% | -6.3% | +96.5% | +90.2% |
| YTD | +120.3% | +14.6% | +105.7% | +121.2% |
| 1Y | +112.2% | +1.6% | +110.6% | +112.1% |
| All | +34.0% | +1.8% | +32.2% | +37.1% |
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 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