+62.5%
VUG vs CHD
+33.2%
+29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +2.5% | +3.6% | -1.1% | +2.3% |
| 30D | -6.3% | +10.4% | -16.7% | -6.9% |
| 3M | -6.0% | +12.2% | -18.2% | -6.8% |
| 6M | -3.5% | +19.9% | -23.5% | -5.0% |
| YTD | +3.9% | +36.4% | -32.5% | +0.8% |
| 1Y | +5.1% | +35.1% | -30.0% | +2.0% |
| 3Y | +77.9% | +29.2% | +48.7% | +69.1% |
| All | +62.5% | +33.2% | +29.3% | +49.6% |
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 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