+80.6%
VTV vs CHD
+20.9%
+59.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -4.5% | +3.4% | -0.2% |
| 30D | -1.0% | -6.7% | +5.7% | +0.3% |
| 3M | +4.6% | -2.7% | +7.4% | +5.1% |
| 6M | +13.5% | -4.9% | +18.4% | +14.4% |
| YTD | +18.5% | +13.3% | +5.2% | +14.8% |
| 1Y | +22.9% | +1.0% | +21.9% | +22.0% |
| 3Y | +67.8% | +1.3% | +66.5% | +65.2% |
| All | +80.6% | +20.9% | +59.8% | +67.3% |
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