+1,137.3%
VGT vs CNH
+40.2%
+1,097.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | 0.0% |
| 7D | -4.1% | +4.5% | -8.6% | -5.4% |
| 30D | -13.6% | +7.6% | -21.3% | -15.7% |
| 3M | -8.0% | +17.0% | -25.0% | -13.3% |
| 6M | -1.5% | +12.9% | -14.4% | -6.8% |
| YTD | +17.7% | +34.3% | -16.6% | +4.5% |
| 1Y | +13.8% | +28.5% | -14.7% | +2.2% |
| 3Y | +101.6% | +31.9% | +69.7% | +75.0% |
| 5Y | +106.7% | -9.6% | +116.3% | +97.0% |
| 10Y | +717.0% | +106.3% | +610.7% | +480.9% |
| All | +1,137.3% | +40.2% | +1,097.1% | +799.2% |
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