+70.1%
VT vs CNH
+7.0%
+63.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.3% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -5.0% | -7.2% | +2.3% | -3.8% |
| 3M | -4.9% | +6.5% | -11.4% | -6.7% |
| 6M | -1.5% | +7.9% | -9.4% | -4.1% |
| YTD | +8.5% | +26.6% | -18.1% | +1.4% |
| 1Y | +11.4% | +13.8% | -2.4% | +6.4% |
| 3Y | +70.1% | +9.2% | +60.9% | +61.7% |
| All | +70.1% | +7.0% | +63.0% | +61.7% |
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