+275.8%
VT vs CNH
+33.9%
+241.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.3% | +6.5% | -6.8% | -2.1% |
| 30D | -1.4% | -12.0% | +10.5% | +1.9% |
| 3M | -1.4% | +4.4% | -5.8% | -3.6% |
| 6M | +5.5% | +15.7% | -10.2% | -0.7% |
| YTD | +12.8% | +28.2% | -15.4% | +2.2% |
| 1Y | +15.4% | +14.8% | +0.6% | +7.7% |
| 3Y | +76.9% | +8.3% | +68.5% | +62.9% |
| 5Y | +60.4% | -15.2% | +75.6% | +55.3% |
| 10Y | +232.8% | +122.0% | +110.7% | +127.3% |
| All | +275.8% | +33.9% | +241.9% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling