+373.4%
VST vs CNH
+9.6%
+363.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.5% |
| 7D | +8.9% | +23.3% | -14.4% | +3.3% |
| 30D | +6.2% | +33.5% | -27.3% | -1.5% |
| 3M | -2.7% | +32.7% | -35.4% | -10.0% |
| 6M | -8.4% | +22.2% | -30.5% | -13.8% |
| YTD | -7.2% | +57.7% | -64.9% | -19.7% |
| 1Y | -20.9% | +28.0% | -48.9% | -26.9% |
| All | +373.4% | +9.6% | +363.9% | +313.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling