-34.9%
VST vs CNH
+15.2%
-50.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.2% | -13.7% | -13.8% |
| 7D | -15.7% | +6.5% | -22.2% | -16.1% |
| 30D | -17.0% | -12.0% | -5.0% | -16.1% |
| 3M | -15.9% | +4.4% | -20.2% | -16.5% |
| 6M | -25.0% | +15.7% | -40.7% | -26.4% |
| YTD | -25.1% | +28.2% | -53.3% | -26.0% |
| 1Y | -34.9% | +14.8% | -49.6% | -37.2% |
| All | -34.9% | +15.2% | -50.1% | -37.2% |
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