+558.1%
VRT vs CRH
+70.5%
+487.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.8% |
| 7D | -8.4% | -6.1% | -2.3% | -3.7% |
| 30D | -10.9% | -9.3% | -1.6% | -3.8% |
| 3M | -13.7% | -15.2% | +1.5% | -2.4% |
| 6M | -4.1% | -14.2% | +10.1% | +6.8% |
| YTD | +58.7% | -28.3% | +87.0% | +103.8% |
| 1Y | +89.6% | -21.8% | +111.4% | +123.5% |
| 3Y | +558.1% | +71.6% | +486.5% | +330.0% |
| All | +558.1% | +70.5% | +487.6% | +330.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling