+329.1%
CRH vs VTEB
+25.5%
+303.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.6% |
| 7D | -6.1% | -0.9% | -5.1% | -4.9% |
| 30D | -9.3% | -2.5% | -6.8% | -6.3% |
| 3M | -15.2% | -3.0% | -12.2% | -11.9% |
| 6M | -14.2% | -2.1% | -12.1% | -11.6% |
| YTD | -28.3% | -1.5% | -26.8% | -26.6% |
| 1Y | -21.8% | +0.2% | -21.9% | -21.6% |
| 3Y | +71.6% | +8.6% | +63.1% | +55.9% |
| 5Y | +96.6% | +1.2% | +95.4% | +93.3% |
| 10Y | +253.8% | +18.1% | +235.8% | +286.6% |
| All | +329.1% | +25.5% | +303.6% | +473.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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