+341.7%
VTV vs CNH
+32.2%
+309.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.1% |
| 7D | -2.2% | -1.7% | -0.5% | -1.8% |
| 30D | +2.2% | -7.2% | +9.4% | +4.0% |
| 3M | +0.3% | +6.5% | -6.2% | -2.4% |
| 6M | +8.3% | +7.9% | +0.4% | +4.2% |
| YTD | +18.5% | +26.6% | -8.1% | +8.2% |
| 1Y | +23.0% | +13.8% | +9.3% | +15.5% |
| 3Y | +72.6% | +9.2% | +63.4% | +59.2% |
| 5Y | +73.3% | -15.6% | +88.8% | +67.6% |
| 10Y | +238.2% | +119.2% | +119.0% | +136.3% |
| All | +341.7% | +32.2% | +309.5% | +223.8% |
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