+1,112.0%
VST vs CNH
+116.5%
+995.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.8% | +7.8% | +9.7% |
| 7D | -9.8% | -1.7% | -8.1% | -9.2% |
| 30D | -25.1% | -7.2% | -17.9% | -23.5% |
| 3M | -11.6% | +6.5% | -18.1% | -14.3% |
| 6M | -20.9% | +7.9% | -28.8% | -24.2% |
| YTD | -22.3% | +26.6% | -48.9% | -30.3% |
| 1Y | -32.0% | +13.8% | -45.8% | -37.0% |
| 3Y | +262.4% | +9.2% | +253.2% | +231.6% |
| 5Y | +563.4% | -15.6% | +579.0% | +540.9% |
| All | +1,112.0% | +116.5% | +995.6% | +771.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling