+977.6%
VRT vs CRH
+93.9%
+883.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.7% |
| 7D | -8.4% | -6.1% | -2.3% | -3.5% |
| 30D | -10.9% | -9.3% | -1.6% | -3.5% |
| 3M | -13.7% | -15.2% | +1.5% | -2.0% |
| 6M | -4.1% | -14.2% | +10.1% | +7.2% |
| YTD | +58.7% | -28.3% | +87.0% | +105.1% |
| 1Y | +89.6% | -21.8% | +111.4% | +125.5% |
| 3Y | +558.1% | +71.6% | +486.5% | +294.1% |
| All | +977.6% | +93.9% | +883.7% | +444.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling