+2,723.0%
VRT vs CNH
+62.9%
+2,660.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.3% | +2.5% |
| 7D | +9.1% | +23.3% | -14.2% | -1.2% |
| 30D | +0.9% | +33.5% | -32.5% | -12.4% |
| 3M | -13.4% | +32.7% | -46.1% | -24.6% |
| 6M | +11.7% | +22.2% | -10.5% | +0.5% |
| YTD | +73.2% | +57.7% | +15.5% | +38.5% |
| 1Y | +123.4% | +28.0% | +95.4% | +95.1% |
| 3Y | +606.2% | +11.5% | +594.6% | +534.9% |
| 5Y | +899.9% | +11.9% | +888.0% | +798.4% |
| All | +2,723.0% | +62.9% | +2,660.1% | +1,709.4% |
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