+1,238.2%
VST vs CHD
+137.6%
+1,100.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +1.8% |
| 7D | +9.9% | -2.9% | +12.8% | +10.2% |
| 30D | +7.9% | -6.2% | +14.1% | +8.5% |
| 3M | +3.4% | +1.6% | +1.9% | +3.0% |
| 6M | -4.1% | -3.5% | -0.6% | -3.9% |
| YTD | -5.7% | +16.2% | -21.9% | -8.0% |
| 1Y | -18.9% | +3.4% | -22.3% | -19.6% |
| 3Y | +359.1% | +4.6% | +354.4% | +342.6% |
| 5Y | +766.9% | +21.1% | +745.7% | +686.1% |
| All | +1,238.2% | +137.6% | +1,100.6% | +916.8% |
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