+113.0%
VWO vs CHD
+126.1%
-13.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.8% | -4.5% | +2.7% | -1.2% |
| 30D | -0.1% | -6.7% | +6.6% | +0.7% |
| 3M | +2.2% | -2.7% | +5.0% | +2.5% |
| 6M | +8.8% | -4.9% | +13.7% | +9.2% |
| YTD | +12.4% | +13.3% | -1.0% | +10.1% |
| 1Y | +15.6% | +1.0% | +14.6% | +15.0% |
| 3Y | +62.5% | +1.3% | +61.2% | +60.3% |
| 5Y | +34.3% | +20.8% | +13.4% | +26.3% |
| All | +113.0% | +126.1% | -13.1% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling