+605.0%
VUG vs CNH
+64.7%
+540.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.5% |
| 7D | -0.1% | +23.3% | -23.4% | -5.7% |
| 30D | -0.3% | +33.5% | -33.8% | -8.1% |
| 3M | -0.7% | +32.7% | -33.4% | -8.7% |
| 6M | +14.6% | +22.2% | -7.6% | +7.0% |
| YTD | +9.0% | +57.7% | -48.7% | -5.5% |
| 1Y | +14.9% | +28.0% | -13.1% | +5.1% |
| 3Y | +86.0% | +11.5% | +74.5% | +72.4% |
| 5Y | +76.7% | +11.9% | +64.8% | +60.2% |
| 10Y | +411.3% | +162.8% | +248.5% | +252.5% |
| All | +605.0% | +64.7% | +540.3% | +407.4% |
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