+396.3%
VUG vs CNH
+134.0%
+262.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.9% | -8.1% | -0.2% |
| 7D | +0.5% | +8.6% | -8.1% | -1.8% |
| 30D | -8.2% | +12.6% | -20.7% | -11.3% |
| 3M | -5.4% | +17.5% | -22.9% | -10.7% |
| 6M | -2.5% | +18.1% | -20.6% | -8.7% |
| YTD | +4.2% | +40.4% | -36.2% | -8.3% |
| 1Y | +5.0% | +34.0% | -29.0% | -6.5% |
| 3Y | +81.7% | +35.3% | +46.4% | +56.4% |
| 5Y | +62.5% | -5.1% | +67.6% | +52.3% |
| 10Y | +396.3% | +124.0% | +272.3% | +261.9% |
| All | +396.3% | +134.0% | +262.4% | +261.9% |
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