+16.3%
VEA vs CNH
+31.1%
-14.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -1.3% | +6.7% | -7.9% | -2.4% |
| 30D | 0.0% | +7.2% | -7.3% | -1.3% |
| 3M | -3.6% | +17.5% | -21.1% | -7.1% |
| 6M | -0.5% | +15.0% | -15.5% | -4.0% |
| YTD | +13.0% | +36.8% | -23.8% | +4.8% |
| 1Y | +16.3% | +27.6% | -11.4% | +9.1% |
| All | +16.3% | +31.1% | -14.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling