+150.1%
VXUS vs CHD
+123.8%
+26.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.3% | -4.2% | +4.4% | +0.9% |
| 30D | +0.7% | -7.6% | +8.2% | +1.8% |
| 3M | +4.8% | -1.6% | +6.3% | +4.8% |
| 6M | +11.3% | -6.3% | +17.6% | +12.2% |
| YTD | +16.5% | +14.6% | +1.9% | +13.6% |
| 1Y | +24.3% | +1.6% | +22.7% | +23.4% |
| 3Y | +74.5% | +3.1% | +71.3% | +71.4% |
| 5Y | +54.3% | +21.1% | +33.3% | +44.9% |
| 10Y | +150.1% | +128.6% | +21.5% | +107.1% |
| All | +150.1% | +123.8% | +26.3% | +107.1% |
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