+1,250.4%
VUG vs CHD
+1,858.0%
-607.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.1% | -2.7% | +2.6% | +0.8% |
| 30D | -0.3% | -4.6% | +4.3% | +1.2% |
| 3M | -0.7% | +5.0% | -5.7% | -2.8% |
| 6M | +14.6% | -3.2% | +17.8% | +15.2% |
| YTD | +9.0% | +18.6% | -9.6% | +1.6% |
| 1Y | +14.9% | +4.8% | +10.0% | +11.4% |
| 3Y | +86.0% | +6.1% | +79.9% | +75.5% |
| 5Y | +76.7% | +24.0% | +52.7% | +53.5% |
| 10Y | +411.3% | +124.5% | +286.8% | +230.8% |
| All | +1,250.4% | +1,858.0% | -607.6% | +294.5% |
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