+1,383.6%
CAT vs VTEB
+26.6%
+1,356.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +5.6% | -0.2% | +5.8% | +5.6% |
| 30D | -2.3% | -1.6% | -0.7% | -2.1% |
| 3M | -10.0% | -2.0% | -8.0% | -9.7% |
| 6M | +21.2% | -1.7% | +22.9% | +21.5% |
| YTD | +44.4% | -0.6% | +45.0% | +44.7% |
| 1Y | +96.3% | +1.8% | +94.5% | +96.2% |
| 3Y | +203.9% | +9.6% | +194.3% | +201.8% |
| 5Y | +333.5% | +2.1% | +331.4% | +328.0% |
| 10Y | +1,126.0% | +18.9% | +1,107.1% | +1,407.1% |
| All | +1,383.6% | +26.6% | +1,356.9% | +2,181.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling