+377.4%
VT vs CHD
+791.2%
-413.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.4% |
| 30D | +1.0% | -4.6% | +5.6% | +2.6% |
| 3M | +2.4% | +5.0% | -2.6% | +0.1% |
| 6M | +12.0% | -3.2% | +15.2% | +12.7% |
| YTD | +15.3% | +18.6% | -3.3% | +7.2% |
| 1Y | +22.6% | +4.8% | +17.8% | +18.9% |
| 3Y | +74.7% | +6.1% | +68.5% | +65.0% |
| 5Y | +66.1% | +24.0% | +42.2% | +43.3% |
| 10Y | +225.0% | +124.5% | +100.5% | +93.8% |
| All | +377.4% | +791.2% | -413.7% | +7.8% |
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 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