+223.0%
VT vs CNH
+162.8%
+60.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -1.2% |
| 7D | +0.4% | +23.3% | -22.8% | -5.8% |
| 30D | +1.0% | +33.5% | -32.5% | -7.8% |
| 3M | +2.4% | +32.7% | -30.3% | -6.8% |
| 6M | +12.0% | +22.2% | -10.2% | +3.8% |
| YTD | +15.3% | +57.7% | -42.4% | -1.7% |
| 1Y | +22.6% | +28.0% | -5.4% | +11.2% |
| 3Y | +74.7% | +11.5% | +63.1% | +60.5% |
| 5Y | +66.1% | +11.9% | +54.3% | +47.9% |
| All | +223.0% | +162.8% | +60.2% | +105.3% |
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 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