+219.8%
VT vs CNH
+134.0%
+85.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.9% | -8.3% | -0.5% |
| 7D | +0.4% | +8.6% | -8.2% | -2.1% |
| 30D | -2.6% | +12.6% | -15.2% | -6.1% |
| 3M | -3.2% | +17.5% | -20.7% | -8.8% |
| 6M | +0.9% | +18.1% | -17.2% | -5.8% |
| YTD | +11.3% | +40.4% | -29.1% | -2.4% |
| 1Y | +14.0% | +34.0% | -20.0% | +1.2% |
| 3Y | +75.8% | +35.3% | +40.5% | +50.4% |
| 5Y | +57.8% | -5.1% | +62.9% | +47.2% |
| 10Y | +219.8% | +124.0% | +95.8% | +123.9% |
| All | +219.8% | +134.0% | +85.8% | +123.9% |
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