+1,187.3%
VUG vs CHD
+2,145.1%
-957.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +2.5% | +3.4% | -0.8% | +1.4% |
| 30D | -6.3% | +10.1% | -16.4% | -9.4% |
| 3M | -6.0% | +11.9% | -17.9% | -9.8% |
| 6M | -3.5% | +19.6% | -23.1% | -9.9% |
| YTD | +3.9% | +36.0% | -32.1% | -7.7% |
| 1Y | +5.1% | +34.8% | -29.7% | -6.5% |
| 3Y | +77.9% | +28.8% | +49.0% | +56.7% |
| 5Y | +62.4% | +33.0% | +29.4% | +38.3% |
| 10Y | +399.4% | +194.2% | +205.2% | +190.2% |
| All | +1,187.3% | +2,145.1% | -957.8% | +258.2% |
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