+67.0%
VSH vs CHD
+19.3%
+47.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | +3.5% | -4.2% | +7.7% | +3.4% |
| 30D | -4.4% | -7.6% | +3.2% | -4.5% |
| 3M | -45.8% | -1.6% | -44.2% | -45.9% |
| 6M | +90.1% | -6.3% | +96.5% | +90.7% |
| YTD | +120.3% | +14.6% | +105.7% | +116.9% |
| 1Y | +112.2% | +1.6% | +110.6% | +111.1% |
| 3Y | +36.6% | +3.1% | +33.4% | +34.1% |
| 5Y | +67.0% | +21.1% | +46.0% | +55.2% |
| All | +67.0% | +19.3% | +47.7% | +55.2% |
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