+69.7%
VT vs CNH
+4.2%
+65.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -3.4% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -5.8% | -15.2% | +9.4% | -3.1% |
| 3M | -5.2% | +4.3% | -9.5% | -6.7% |
| 6M | +0.1% | +10.1% | -9.9% | -3.0% |
| YTD | +8.2% | +23.2% | -15.0% | +1.7% |
| 1Y | +10.1% | +8.5% | +1.6% | +6.2% |
| All | +69.7% | +4.2% | +65.5% | +62.2% |
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 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