+953.6%
VRT vs CNH
+12.3%
+941.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.8% | -10.8% |
| 7D | +2.4% | +1.8% | +0.6% | +1.1% |
| 30D | -2.7% | +32.6% | -35.3% | -17.9% |
| 3M | -9.2% | +29.4% | -38.6% | -22.5% |
| 6M | -0.5% | +26.0% | -26.5% | -14.2% |
| YTD | +62.3% | +52.2% | +10.1% | +25.3% |
| 1Y | +109.6% | +23.9% | +85.7% | +80.4% |
| 3Y | +573.1% | +10.1% | +562.9% | +495.4% |
| 5Y | +953.6% | +13.2% | +940.5% | +826.7% |
| All | +953.6% | +12.3% | +941.3% | +826.7% |
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