+1,368.2%
CAT vs VTEB
+26.7%
+1,341.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | -6.6% | -1.3% | -5.2% | -6.4% |
| 3M | -13.3% | -2.1% | -11.2% | -13.0% |
| 6M | +11.6% | -1.7% | +13.3% | +11.9% |
| YTD | +42.9% | -0.6% | +43.5% | +43.2% |
| 1Y | +95.4% | +3.1% | +92.4% | +95.2% |
| 3Y | +196.6% | +9.2% | +187.4% | +194.5% |
| 5Y | +321.7% | +2.2% | +319.5% | +316.3% |
| 10Y | +1,140.8% | +18.8% | +1,122.0% | +1,417.4% |
| All | +1,368.2% | +26.7% | +1,341.5% | +2,158.0% |
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