+715.8%
VTV vs CHD
+1,791.3%
-1,075.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -0.7% | -4.2% | +3.5% | +0.9% |
| 30D | -0.5% | -7.6% | +7.1% | +2.4% |
| 3M | +5.3% | -1.6% | +6.9% | +5.6% |
| 6M | +12.9% | -6.3% | +19.2% | +15.0% |
| YTD | +18.5% | +14.6% | +3.9% | +11.5% |
| 1Y | +25.3% | +1.6% | +23.7% | +23.1% |
| 3Y | +68.2% | +3.1% | +65.1% | +61.6% |
| 5Y | +80.6% | +21.1% | +59.6% | +59.5% |
| 10Y | +232.9% | +128.6% | +104.3% | +110.1% |
| All | +715.8% | +1,791.3% | -1,075.5% | +124.6% |
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