+407.5%
VUG vs CNH
+107.0%
+300.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.9% |
| 7D | +4.4% | +6.4% | -2.0% | +2.5% |
| 30D | -7.3% | -1.6% | -5.7% | -7.2% |
| 3M | -4.2% | +11.6% | -15.8% | -8.3% |
| 6M | -1.6% | +12.5% | -14.1% | -6.7% |
| YTD | +4.9% | +31.1% | -26.2% | -6.0% |
| 1Y | +3.8% | +17.0% | -13.2% | -3.9% |
| 3Y | +79.4% | +28.7% | +50.7% | +56.2% |
| 5Y | +63.9% | -17.4% | +81.3% | +59.9% |
| All | +407.5% | +107.0% | +300.5% | +275.0% |
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