+213.7%
VT vs CHD
+182.8%
+30.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -5.0% | +13.0% | -18.0% | -7.3% |
| 3M | -4.9% | +6.1% | -11.0% | -6.1% |
| 6M | -1.5% | +15.9% | -17.4% | -4.7% |
| YTD | +8.5% | +31.6% | -23.1% | +2.0% |
| 1Y | +11.4% | +28.5% | -17.1% | +5.2% |
| 3Y | +70.1% | +30.5% | +39.6% | +57.6% |
| 5Y | +53.7% | +30.7% | +23.0% | +40.0% |
| All | +213.7% | +182.8% | +30.9% | +143.1% |
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