+218.8%
CB vs VTEB
+17.9%
+201.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -1.5% | -2.5% | +1.0% | +0.3% |
| 3M | +3.5% | -3.0% | +6.4% | +5.6% |
| 6M | +5.4% | -2.1% | +7.6% | +7.0% |
| YTD | +9.0% | -1.5% | +10.5% | +10.1% |
| 1Y | +20.3% | +0.2% | +20.1% | +20.0% |
| 3Y | +69.5% | +8.6% | +61.0% | +59.2% |
| 5Y | +100.7% | +1.2% | +99.5% | +99.9% |
| All | +218.8% | +17.9% | +201.0% | +241.3% |
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