+90.3%
VTR vs CHD
+19.7%
+70.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -1.8% | -4.7% | +2.9% | -0.5% |
| 30D | +4.0% | -8.3% | +12.3% | +6.4% |
| 3M | +7.8% | -4.0% | +11.9% | +8.9% |
| 6M | +6.4% | -6.5% | +12.9% | +8.1% |
| YTD | +18.3% | +13.1% | +5.2% | +14.3% |
| 1Y | +33.9% | +2.3% | +31.6% | +32.8% |
| 3Y | +134.3% | +1.8% | +132.5% | +131.9% |
| 5Y | +90.3% | +20.6% | +69.7% | +72.9% |
| All | +90.3% | +19.7% | +70.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling