+78.6%
VTV vs CNH
-11.0%
+89.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.6% |
| 7D | -0.4% | +6.7% | -7.1% | -1.9% |
| 30D | +3.9% | +7.2% | -3.3% | +2.1% |
| 3M | +2.6% | +17.5% | -14.9% | -2.0% |
| 6M | +11.5% | +15.0% | -3.4% | +6.5% |
| YTD | +22.3% | +36.8% | -14.5% | +11.1% |
| 1Y | +24.5% | +27.6% | -3.1% | +14.9% |
| 3Y | +78.8% | +34.3% | +44.4% | +58.5% |
| 5Y | +78.6% | -12.2% | +90.9% | +72.5% |
| All | +78.6% | -11.0% | +89.6% | +72.5% |
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