+80.6%
VTV vs CNH
+12.3%
+68.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | -0.5% | +32.6% | -33.1% | -7.0% |
| 3M | +5.3% | +29.4% | -24.1% | -1.5% |
| 6M | +12.9% | +26.0% | -13.1% | +5.7% |
| YTD | +18.5% | +52.2% | -33.7% | +5.6% |
| 1Y | +25.3% | +23.9% | +1.4% | +17.2% |
| 3Y | +68.2% | +10.1% | +58.1% | +58.8% |
| 5Y | +80.6% | +13.2% | +67.5% | +62.6% |
| All | +80.6% | +12.3% | +68.3% | +62.6% |
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