+1,144.7%
VGT vs CNH
+36.2%
+1,108.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.5% | +3.0% | -0.6% | +1.4% |
| 30D | -9.5% | -0.6% | -8.9% | -9.6% |
| 3M | -9.5% | +14.6% | -24.1% | -14.2% |
| 6M | -1.8% | +11.8% | -13.5% | -6.8% |
| YTD | +18.4% | +30.4% | -12.0% | +6.0% |
| 1Y | +18.7% | +19.1% | -0.3% | +9.2% |
| 3Y | +103.8% | +30.2% | +73.6% | +77.5% |
| 5Y | +104.4% | -17.8% | +122.2% | +100.4% |
| 10Y | +716.9% | +103.9% | +613.0% | +483.6% |
| All | +1,144.7% | +36.2% | +1,108.5% | +812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling