+169.7%
VEA vs CRH
+269.6%
-99.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.6% |
| 7D | -1.5% | -6.1% | +4.6% | +1.1% |
| 30D | -0.8% | -9.3% | +8.4% | +3.2% |
| 3M | +2.5% | -15.2% | +17.7% | +9.2% |
| 6M | +11.1% | -14.2% | +25.3% | +17.4% |
| YTD | +17.2% | -28.3% | +45.4% | +32.8% |
| 1Y | +24.5% | -21.8% | +46.3% | +35.5% |
| 3Y | +75.4% | +71.6% | +3.8% | +31.6% |
| 5Y | +61.1% | +96.6% | -35.5% | +11.3% |
| 10Y | +163.1% | +253.8% | -90.7% | +32.7% |
| All | +169.7% | +269.6% | -99.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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