+1,002.6%
VST vs CHD
+169.0%
+833.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.8% | +12.3% | +10.7% |
| 7D | -9.8% | +2.0% | -11.8% | -10.0% |
| 30D | -25.1% | +13.0% | -38.1% | -26.0% |
| 3M | -11.6% | +6.1% | -17.7% | -12.2% |
| 6M | -20.9% | +15.9% | -36.8% | -22.3% |
| YTD | -22.3% | +31.6% | -53.9% | -25.1% |
| 1Y | -32.0% | +28.5% | -60.5% | -34.3% |
| 3Y | +262.4% | +30.5% | +231.9% | +236.7% |
| 5Y | +563.4% | +30.7% | +532.6% | +503.4% |
| 10Y | +1,120.7% | +184.2% | +936.5% | +824.6% |
| All | +1,002.6% | +169.0% | +833.5% | +727.5% |
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