+654.4%
VRT vs CNH
-17.7%
+672.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +10.5% | +3.0% | +7.5% | +8.8% |
| 30D | -9.3% | -0.6% | -8.7% | -9.2% |
| 3M | -29.6% | +14.6% | -44.2% | -36.4% |
| 6M | -45.4% | +11.8% | -57.1% | -50.3% |
| YTD | +24.8% | +30.4% | -5.6% | +3.4% |
| 1Y | +23.6% | +19.1% | +4.6% | +7.6% |
| 3Y | +379.7% | +30.2% | +349.5% | +261.5% |
| All | +654.4% | -17.7% | +672.1% | +658.9% |
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 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