-32.0%
VST vs CNH
+11.5%
-43.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.8% | +7.8% | +10.3% |
| 7D | -9.8% | -1.7% | -8.1% | -9.7% |
| 30D | -25.1% | -7.2% | -17.9% | -24.7% |
| 3M | -11.6% | +6.5% | -18.1% | -12.4% |
| 6M | -20.9% | +7.9% | -28.8% | -22.2% |
| YTD | -22.3% | +26.6% | -48.9% | -22.5% |
| 1Y | -32.0% | +13.8% | -45.8% | -34.3% |
| All | -32.0% | +11.5% | -43.5% | -34.3% |
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