+55.1%
VEA vs CNH
-9.2%
+64.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.4% |
| 7D | 0.0% | +4.5% | -4.5% | -1.3% |
| 30D | -1.4% | +7.6% | -9.0% | -3.5% |
| 3M | -4.1% | +17.0% | -21.1% | -9.0% |
| 6M | -1.3% | +12.9% | -14.3% | -6.1% |
| YTD | +12.1% | +34.3% | -22.2% | +0.8% |
| 1Y | +16.1% | +28.5% | -12.5% | +5.5% |
| 3Y | +73.0% | +31.9% | +41.2% | +49.4% |
| 5Y | +55.1% | -9.6% | +64.7% | +45.9% |
| All | +55.1% | -9.2% | +64.4% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling