+1,465.5%
VTR vs CHD
+6,260.3%
-4,794.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -2.9% | -4.2% | +1.2% | -1.7% |
| 30D | -2.8% | -7.6% | +4.8% | -0.5% |
| 3M | +9.0% | -1.6% | +10.6% | +9.4% |
| 6M | +5.0% | -6.3% | +11.3% | +6.8% |
| YTD | +16.9% | +14.6% | +2.3% | +11.8% |
| 1Y | +34.3% | +1.6% | +32.7% | +32.8% |
| 3Y | +131.6% | +3.1% | +128.4% | +126.2% |
| 5Y | +88.0% | +21.1% | +66.9% | +72.8% |
| 10Y | +97.8% | +128.6% | -30.8% | +43.9% |
| All | +1,465.5% | +6,260.3% | -4,794.8% | +420.8% |
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