+500.1%
VST vs CNH
-17.9%
+518.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.2% | -5.1% |
| 7D | -19.9% | -0.4% | -19.6% | -19.8% |
| 30D | -29.7% | -15.2% | -14.4% | -26.6% |
| 3M | -19.6% | +4.3% | -23.8% | -21.4% |
| 6M | -29.4% | +10.1% | -39.5% | -32.6% |
| YTD | -29.7% | +23.2% | -52.9% | -36.1% |
| 1Y | -40.0% | +8.5% | -48.5% | -43.4% |
| 3Y | +231.0% | +4.1% | +226.9% | +208.6% |
| 5Y | +500.1% | -17.8% | +517.9% | +477.2% |
| All | +500.1% | -17.9% | +518.0% | +477.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling