+1,164.9%
VST vs CHD
+196.1%
+968.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +6.6% | +3.6% | +2.9% | +6.3% |
| 30D | -12.4% | +10.4% | -22.8% | -13.1% |
| 3M | -9.0% | +12.2% | -21.2% | -10.0% |
| 6M | -6.4% | +19.9% | -26.4% | -8.3% |
| YTD | -17.2% | +36.4% | -53.6% | -20.4% |
| 1Y | -22.0% | +35.1% | -57.2% | -25.0% |
| 3Y | +296.7% | +29.2% | +267.5% | +271.9% |
| 5Y | +637.6% | +33.4% | +604.2% | +571.3% |
| All | +1,164.9% | +196.1% | +968.8% | +833.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling