+414.3%
VUG vs CRH
+253.3%
+161.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -0.5% | -6.1% | +5.6% | +2.0% |
| 30D | -1.0% | -9.3% | +8.3% | +2.9% |
| 3M | +3.5% | -15.2% | +18.7% | +10.1% |
| 6M | +14.2% | -14.2% | +28.4% | +20.1% |
| YTD | +8.5% | -28.3% | +36.7% | +22.4% |
| 1Y | +12.9% | -21.8% | +34.7% | +22.2% |
| 3Y | +85.6% | +71.6% | +14.0% | +39.5% |
| 5Y | +78.1% | +96.6% | -18.5% | +23.0% |
| All | +414.3% | +253.3% | +161.0% | +166.0% |
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 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