+954.4%
VTI vs CHD
+3,067.8%
-2,113.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | +0.1% |
| 7D | +0.6% | -2.9% | +3.6% | +1.6% |
| 30D | -1.1% | -6.2% | +5.1% | +1.0% |
| 3M | +3.9% | +1.6% | +2.3% | +3.0% |
| 6M | +14.6% | -3.5% | +18.1% | +15.4% |
| YTD | +13.3% | +16.2% | -2.9% | +6.6% |
| 1Y | +19.2% | +3.4% | +15.8% | +16.4% |
| 3Y | +77.4% | +4.6% | +72.8% | +69.3% |
| 5Y | +74.0% | +21.1% | +52.9% | +54.5% |
| 10Y | +294.6% | +126.5% | +168.1% | +162.7% |
| All | +954.4% | +3,067.8% | -2,113.4% | +186.6% |
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