+13.8%
VRT vs CRH
-13.9%
+27.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.6% | -18.5% | -15.0% |
| 7D | -15.4% | +14.2% | -29.6% | -20.9% |
| 30D | -19.0% | +19.5% | -38.5% | -26.0% |
| 3M | -23.8% | +0.4% | -24.2% | -24.0% |
| 6M | -37.9% | -10.1% | -27.7% | -34.3% |
| YTD | +27.0% | -19.9% | +46.9% | +38.4% |
| 1Y | +13.8% | -14.8% | +28.6% | +20.6% |
| All | +13.8% | -13.9% | +27.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling