+165.3%
CNH vs VT
+224.5%
-59.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +23.3% | +0.4% | +22.8% | +22.5% |
| 30D | +33.5% | +1.0% | +32.5% | +31.7% |
| 3M | +32.7% | +2.4% | +30.3% | +28.5% |
| 6M | +22.2% | +12.0% | +10.2% | +5.1% |
| YTD | +57.7% | +15.3% | +42.4% | +30.3% |
| 1Y | +28.0% | +22.6% | +5.4% | -2.7% |
| 3Y | +11.5% | +74.7% | -63.1% | -47.4% |
| 5Y | +11.9% | +66.1% | -54.3% | -42.8% |
| All | +165.3% | +224.5% | -59.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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