+53.4%
VT vs CNH
-14.7%
+68.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.4% |
| 7D | -2.3% | -1.7% | -0.6% | -1.9% |
| 30D | -5.0% | -7.2% | +2.3% | -3.4% |
| 3M | -4.9% | +6.5% | -11.4% | -7.3% |
| 6M | -1.5% | +7.9% | -9.4% | -5.0% |
| YTD | +8.5% | +26.6% | -18.1% | -0.7% |
| 1Y | +11.4% | +13.8% | -2.4% | +4.8% |
| 3Y | +70.1% | +9.2% | +60.9% | +56.8% |
| All | +53.4% | -14.7% | +68.1% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling