+73.7%
VTI vs CNH
+12.3%
+61.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | -1.6% | +32.6% | -34.2% | -8.9% |
| 3M | +3.6% | +29.4% | -25.9% | -3.9% |
| 6M | +13.0% | +26.0% | -13.0% | +4.9% |
| YTD | +12.7% | +52.2% | -39.5% | -1.3% |
| 1Y | +18.4% | +23.9% | -5.5% | +9.7% |
| 3Y | +76.4% | +10.1% | +66.3% | +65.4% |
| 5Y | +73.7% | +13.2% | +60.5% | +55.6% |
| All | +73.7% | +12.3% | +61.4% | +55.6% |
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