+436.5%
VTI vs CNH
+64.7%
+371.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -1.4% |
| 7D | +0.1% | +23.3% | -23.2% | -5.8% |
| 30D | 0.0% | +33.5% | -33.4% | -8.2% |
| 3M | +2.0% | +32.7% | -30.7% | -6.6% |
| 6M | +13.0% | +22.2% | -9.2% | +5.1% |
| YTD | +13.9% | +57.7% | -43.7% | -1.9% |
| 1Y | +20.0% | +28.0% | -8.0% | +9.4% |
| 3Y | +75.8% | +11.5% | +64.3% | +62.5% |
| 5Y | +73.8% | +11.9% | +62.0% | +56.6% |
| 10Y | +297.5% | +162.8% | +134.7% | +167.3% |
| All | +436.5% | +64.7% | +371.9% | +276.7% |
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