+60.9%
VEA vs CNH
+12.3%
+48.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | +0.4% | +32.6% | -32.2% | -7.4% |
| 3M | +4.8% | +29.4% | -24.6% | -3.1% |
| 6M | +11.3% | +26.0% | -14.7% | +3.0% |
| YTD | +17.4% | +52.2% | -34.8% | +2.6% |
| 1Y | +26.2% | +23.9% | +2.3% | +16.7% |
| 3Y | +77.7% | +10.1% | +67.6% | +65.7% |
| 5Y | +60.9% | +13.2% | +47.8% | +41.8% |
| All | +60.9% | +12.3% | +48.6% | +41.8% |
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