+224.6%
VT vs CHD
+196.6%
+28.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.7% | +12.2% | -13.9% | -4.0% |
| 3M | -2.3% | +9.3% | -11.6% | -4.1% |
| 6M | +1.5% | +24.3% | -22.7% | -3.1% |
| YTD | +12.0% | +34.9% | -22.8% | +4.8% |
| 1Y | +12.9% | +32.7% | -19.8% | +5.9% |
| 3Y | +74.9% | +29.4% | +45.5% | +62.6% |
| 5Y | +59.9% | +31.7% | +28.2% | +45.6% |
| 10Y | +224.6% | +191.7% | +32.9% | +148.8% |
| All | +224.6% | +196.6% | +28.1% | +148.8% |
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