+138.2%
CNH vs VTEB
+26.6%
+111.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.5% |
| 7D | +8.8% | -0.2% | +9.0% | +9.0% |
| 30D | +24.7% | -1.6% | +26.3% | +26.3% |
| 3M | +27.3% | -2.0% | +29.3% | +29.5% |
| 6M | +23.2% | -1.7% | +24.8% | +25.0% |
| YTD | +48.9% | -0.6% | +49.5% | +49.9% |
| 1Y | +19.4% | +1.8% | +17.6% | +17.9% |
| 3Y | +7.8% | +9.6% | -1.8% | +0.2% |
| 5Y | +8.7% | +2.1% | +6.7% | +6.6% |
| 10Y | +149.5% | +18.9% | +130.6% | +202.1% |
| All | +138.2% | +26.6% | +111.5% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling