+430.1%
VTI vs CNH
+42.8%
+387.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | -0.7% | +6.7% | -7.4% | -2.6% |
| 30D | -1.9% | +7.2% | -9.1% | -4.0% |
| 3M | -1.4% | +17.5% | -18.9% | -6.8% |
| 6M | +3.5% | +15.0% | -11.5% | -2.3% |
| YTD | +12.6% | +36.8% | -24.2% | +0.2% |
| 1Y | +12.7% | +27.6% | -14.9% | +2.2% |
| 3Y | +78.8% | +34.3% | +44.5% | +55.3% |
| 5Y | +67.2% | -12.2% | +79.4% | +60.5% |
| 10Y | +293.9% | +113.9% | +180.0% | +177.6% |
| All | +430.1% | +42.8% | +387.3% | +284.7% |
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 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