+154.0%
CNH vs VTEB
+17.9%
+136.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -5.7% | -0.9% | -4.8% | -4.9% |
| 30D | +26.6% | -2.5% | +29.1% | +29.6% |
| 3M | +31.1% | -3.0% | +34.0% | +35.0% |
| 6M | +24.9% | -2.1% | +27.0% | +27.6% |
| YTD | +48.7% | -1.5% | +50.2% | +51.1% |
| 1Y | +22.2% | +0.2% | +22.0% | +22.3% |
| 3Y | +7.4% | +8.6% | -1.1% | -0.5% |
| 5Y | +10.8% | +1.2% | +9.6% | +9.4% |
| All | +154.0% | +17.9% | +136.1% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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