+769.3%
VST vs CHD
+23.9%
+745.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +8.9% | -2.7% | +11.6% | +8.5% |
| 30D | +6.2% | -4.6% | +10.8% | +5.5% |
| 3M | -2.7% | +5.0% | -7.8% | -1.9% |
| 6M | -8.4% | -3.2% | -5.1% | -8.3% |
| YTD | -7.2% | +18.6% | -25.8% | -5.1% |
| 1Y | -20.9% | +4.8% | -25.7% | -19.6% |
| 3Y | +384.0% | +6.1% | +377.9% | +379.4% |
| All | +769.3% | +23.9% | +745.5% | +681.8% |
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 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