+262.4%
VST vs CHD
+30.6%
+231.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +9.6% |
| 7D | -9.8% | +2.0% | -11.8% | -8.7% |
| 30D | -25.1% | +13.0% | -38.1% | -20.4% |
| 3M | -11.6% | +6.1% | -17.7% | -8.5% |
| 6M | -20.9% | +15.9% | -36.8% | -14.4% |
| YTD | -22.3% | +31.6% | -53.9% | -10.7% |
| 1Y | -32.0% | +28.5% | -60.5% | -22.4% |
| 3Y | +262.4% | +30.5% | +231.9% | +282.3% |
| All | +262.4% | +30.6% | +231.8% | +282.3% |
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