+1,357.8%
VSH vs CHD
+11,766.8%
-10,409.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.6% |
| 7D | +14.3% | +3.6% | +10.7% | +13.3% |
| 30D | -7.9% | +10.4% | -18.3% | -10.5% |
| 3M | -19.9% | +12.2% | -32.0% | -22.7% |
| 6M | -30.5% | +19.9% | -50.4% | -34.7% |
| YTD | +85.7% | +36.4% | +49.2% | +67.8% |
| 1Y | +98.9% | +35.1% | +63.8% | +80.2% |
| 3Y | +32.1% | +29.2% | +2.9% | +19.1% |
| 5Y | +39.7% | +33.4% | +6.3% | +22.9% |
| 10Y | +117.6% | +195.0% | -77.5% | +45.6% |
| All | +1,357.8% | +11,766.8% | -10,409.0% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling