+2,486.9%
VRT vs CRH
+235.6%
+2,251.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.9% |
| 7D | -8.4% | -6.1% | -2.3% | -4.4% |
| 30D | -10.9% | -9.3% | -1.6% | -4.9% |
| 3M | -13.7% | -15.2% | +1.5% | -4.1% |
| 6M | -4.1% | -14.2% | +10.1% | +5.5% |
| YTD | +58.7% | -28.3% | +87.0% | +96.1% |
| 1Y | +89.6% | -21.8% | +111.4% | +120.0% |
| 3Y | +558.1% | +71.6% | +486.5% | +364.5% |
| 5Y | +953.0% | +96.6% | +856.3% | +568.9% |
| All | +2,486.9% | +235.6% | +2,251.3% | +987.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling