+1,144.3%
CAT vs VTEB
+17.9%
+1,126.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -4.3% | -2.5% | -1.8% | -3.7% |
| 3M | -8.6% | -3.0% | -5.7% | -8.0% |
| 6M | +16.1% | -2.1% | +18.2% | +16.8% |
| YTD | +43.8% | -1.5% | +45.3% | +44.4% |
| 1Y | +91.5% | +0.2% | +91.3% | +91.8% |
| 3Y | +202.7% | +8.6% | +194.2% | +198.7% |
| 5Y | +335.1% | +1.2% | +333.9% | +330.4% |
| All | +1,144.3% | +17.9% | +1,126.5% | +1,395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling