+97.3%
VTR vs CNH
+157.1%
-59.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.1% |
| 7D | -1.8% | -2.5% | +0.6% | -1.2% |
| 30D | +4.0% | +27.0% | -23.0% | -4.6% |
| 3M | +7.8% | +32.6% | -24.8% | -3.3% |
| 6M | +6.4% | +23.6% | -17.2% | -3.5% |
| YTD | +18.3% | +47.8% | -29.5% | +0.1% |
| 1Y | +33.9% | +21.3% | +12.7% | +21.0% |
| 3Y | +134.3% | +7.0% | +127.4% | +111.5% |
| 5Y | +90.3% | +10.2% | +80.1% | +61.0% |
| All | +97.3% | +157.1% | -59.7% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling