+201.6%
CAT vs VTEB
+9.0%
+192.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +2.9% | -0.7% | +3.6% | +3.5% |
| 30D | -2.6% | -2.1% | -0.6% | -0.9% |
| 3M | -10.7% | -2.7% | -8.0% | -8.6% |
| 6M | +16.1% | -2.1% | +18.3% | +18.3% |
| YTD | +43.2% | -1.1% | +44.4% | +45.2% |
| 1Y | +96.8% | +1.3% | +95.5% | +96.9% |
| All | +201.6% | +9.0% | +192.6% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling