+1,164.9%
VST vs CNH
+106.0%
+1,058.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +6.6% | +3.0% | +3.6% | +5.5% |
| 30D | -12.4% | -0.6% | -11.8% | -12.3% |
| 3M | -9.0% | +14.6% | -23.6% | -13.8% |
| 6M | -6.4% | +11.8% | -18.2% | -11.3% |
| YTD | -17.2% | +30.4% | -47.6% | -26.4% |
| 1Y | -22.0% | +19.1% | -41.1% | -28.7% |
| 3Y | +296.7% | +30.2% | +266.5% | +242.6% |
| 5Y | +637.6% | -17.8% | +655.4% | +619.7% |
| All | +1,164.9% | +106.0% | +1,058.8% | +802.2% |
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 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