-29.7%
CAG vs VTEB
+25.5%
-55.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | -5.7% | -0.9% | -4.8% | -5.1% |
| 30D | -2.4% | -2.5% | +0.1% | -0.8% |
| 3M | +9.8% | -3.0% | +12.8% | +11.9% |
| 6M | -10.8% | -2.1% | -8.7% | -9.6% |
| YTD | -10.8% | -1.5% | -9.3% | -9.9% |
| 1Y | -19.0% | +0.2% | -19.1% | -19.0% |
| 3Y | -39.7% | +8.6% | -48.2% | -42.4% |
| 5Y | -43.0% | +1.2% | -44.2% | -43.4% |
| 10Y | -36.0% | +18.1% | -54.1% | -38.0% |
| All | -29.7% | +25.5% | -55.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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