+130.5%
VRT vs CNH
+27.6%
+102.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.3% | +2.7% |
| 7D | +9.1% | +23.3% | -14.2% | +0.1% |
| 30D | +0.9% | +33.5% | -32.5% | -11.0% |
| 3M | -13.4% | +32.7% | -46.1% | -23.3% |
| 6M | +11.7% | +22.2% | -10.5% | +0.3% |
| YTD | +73.2% | +57.7% | +15.5% | +55.8% |
| All | +130.5% | +27.6% | +102.9% | +104.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling