+950.8%
VTI vs CRH
+952.7%
-1.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.9% | -6.1% | +5.2% | +1.0% |
| 30D | -1.4% | -9.3% | +7.8% | +1.4% |
| 3M | +3.6% | -15.2% | +18.8% | +8.5% |
| 6M | +13.6% | -14.2% | +27.8% | +18.1% |
| YTD | +12.9% | -28.3% | +41.2% | +23.6% |
| 1Y | +17.2% | -21.8% | +39.0% | +24.6% |
| 3Y | +75.7% | +71.6% | +4.1% | +44.5% |
| 5Y | +75.4% | +96.6% | -21.2% | +36.5% |
| 10Y | +303.3% | +253.8% | +49.5% | +156.0% |
| All | +950.8% | +952.7% | -1.9% | +382.5% |
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