+555.6%
VUG vs CNH
+32.2%
+523.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | +0.2% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | -11.1% | -7.2% | -3.9% | -9.5% |
| 3M | -7.2% | +6.5% | -13.8% | -9.7% |
| 6M | -4.1% | +7.9% | -12.0% | -7.6% |
| YTD | +1.4% | +26.6% | -25.2% | -7.4% |
| 1Y | +1.9% | +13.8% | -11.8% | -4.3% |
| 3Y | +77.7% | +9.2% | +68.5% | +64.1% |
| 5Y | +57.6% | -15.6% | +73.2% | +53.4% |
| 10Y | +398.6% | +119.2% | +279.4% | +259.9% |
| All | +555.6% | +32.2% | +523.4% | +397.3% |
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