+1,917.9%
VRT vs CNH
+45.1%
+1,872.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.9% | -1.3% | +4.7% |
| 7D | -10.6% | +8.6% | -19.2% | -13.6% |
| 30D | -17.4% | +12.6% | -30.0% | -21.8% |
| 3M | -26.4% | +17.5% | -43.9% | -32.8% |
| 6M | -41.0% | +18.1% | -59.1% | -46.6% |
| YTD | +23.8% | +40.4% | -16.6% | +3.5% |
| 1Y | +11.6% | +34.0% | -22.4% | -5.1% |
| 3Y | +403.5% | +35.3% | +368.2% | +310.4% |
| 5Y | +647.0% | -5.1% | +652.1% | +614.6% |
| All | +1,917.9% | +45.1% | +1,872.8% | +1,251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling