+143.4%
CAKE vs VTEB
+25.5%
+117.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | -12.4% | -2.5% | -9.9% | -11.2% |
| 3M | +37.3% | -3.0% | +40.3% | +39.6% |
| 6M | +70.7% | -2.1% | +72.8% | +72.8% |
| YTD | +106.0% | -1.5% | +107.5% | +107.8% |
| 1Y | +79.7% | +0.2% | +79.5% | +79.7% |
| 3Y | +267.8% | +8.6% | +259.2% | +253.1% |
| 5Y | +159.9% | +1.2% | +158.7% | +153.5% |
| 10Y | +154.3% | +18.1% | +136.3% | +217.3% |
| All | +143.4% | +25.5% | +117.9% | +232.6% |
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