+467.4%
CF vs VTEB
+23.4%
+444.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +4.8% | +0.7% | +4.1% | +4.3% |
| 30D | +9.7% | +4.0% | +5.7% | +6.9% |
| 3M | +1.2% | -0.5% | +1.8% | +1.6% |
| 6M | +7.4% | -0.6% | +8.0% | +7.7% |
| YTD | +60.5% | +0.4% | +60.1% | +59.3% |
| 1Y | +50.7% | +0.8% | +50.0% | +49.2% |
| 3Y | +64.8% | +11.5% | +53.3% | +49.0% |
| 5Y | +115.8% | +3.4% | +112.3% | +110.9% |
| All | +467.4% | +23.4% | +444.1% | +563.6% |
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