+96.3%
VTR vs CHD
+126.1%
-29.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.3% | -4.5% | +4.2% | +0.8% |
| 30D | +1.1% | -6.7% | +7.8% | +2.8% |
| 3M | +7.9% | -2.7% | +10.6% | +8.5% |
| 6M | +6.2% | -4.9% | +11.1% | +7.3% |
| YTD | +17.7% | +13.3% | +4.4% | +13.9% |
| 1Y | +32.9% | +1.0% | +31.9% | +32.1% |
| 3Y | +129.7% | +1.3% | +128.4% | +127.1% |
| 5Y | +89.3% | +20.8% | +68.5% | +77.2% |
| All | +96.3% | +126.1% | -29.8% | +52.7% |
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