+149.5%
CNH vs VFC
-69.1%
+218.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.9% |
| 7D | +8.8% | +0.8% | +8.0% | +8.6% |
| 30D | +24.7% | -11.9% | +36.6% | +30.2% |
| 3M | +27.3% | -20.2% | +47.5% | +36.6% |
| 6M | +23.2% | -23.0% | +46.1% | +33.1% |
| YTD | +48.9% | -26.2% | +75.1% | +62.7% |
| 1Y | +19.4% | -13.3% | +32.7% | +22.0% |
| 3Y | +7.8% | -25.5% | +33.2% | -0.2% |
| 5Y | +8.7% | -78.1% | +86.8% | +74.7% |
| 10Y | +149.5% | -68.8% | +218.3% | +251.3% |
| All | +149.5% | -69.1% | +218.6% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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