+1,216.9%
VST vs CNH
+167.5%
+1,049.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.3% |
| 7D | +8.9% | +23.3% | -14.4% | +1.9% |
| 30D | +6.2% | +33.5% | -27.3% | -3.5% |
| 3M | -2.7% | +32.7% | -35.4% | -11.9% |
| 6M | -8.4% | +22.2% | -30.5% | -15.4% |
| YTD | -7.2% | +57.7% | -64.9% | -21.8% |
| 1Y | -20.9% | +28.0% | -48.9% | -28.8% |
| 3Y | +384.0% | +11.5% | +372.5% | +344.2% |
| 5Y | +757.1% | +11.9% | +745.2% | +659.6% |
| All | +1,216.9% | +167.5% | +1,049.4% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling