+1,740.6%
VRT vs CNH
+30.8%
+1,709.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.2% |
| 7D | -21.4% | -1.7% | -19.6% | -20.6% |
| 30D | -25.8% | -7.2% | -18.6% | -23.5% |
| 3M | -33.5% | +6.5% | -40.1% | -36.7% |
| 6M | -49.0% | +7.9% | -56.9% | -52.0% |
| YTD | +12.9% | +26.6% | -13.6% | -1.2% |
| 1Y | 0.0% | +13.8% | -13.7% | -8.6% |
| 3Y | +361.8% | +9.2% | +352.6% | +313.5% |
| 5Y | +565.1% | -15.6% | +580.7% | +569.4% |
| All | +1,740.6% | +30.8% | +1,709.8% | +1,191.1% |
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