+318.8%
VWO vs CHD
+1,305.4%
-986.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -1.7% | -4.7% | +3.0% | 0.0% |
| 30D | -0.3% | -8.3% | +8.0% | +2.8% |
| 3M | +4.0% | -4.0% | +8.0% | +5.1% |
| 6M | +8.1% | -6.5% | +14.6% | +10.1% |
| YTD | +11.6% | +13.1% | -1.5% | +5.4% |
| 1Y | +16.2% | +2.3% | +13.9% | +13.5% |
| 3Y | +63.3% | +1.8% | +61.5% | +56.0% |
| 5Y | +33.4% | +20.6% | +12.8% | +14.5% |
| 10Y | +113.3% | +125.6% | -12.3% | +18.6% |
| All | +318.8% | +1,305.4% | -986.6% | -22.0% |
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