+234.6%
CF vs VTEB
+2.3%
+232.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -0.9% | -0.2% | -0.7% | -1.1% |
| 30D | +18.1% | -1.6% | +19.7% | +17.1% |
| 3M | +23.4% | -2.0% | +25.4% | +22.1% |
| 6M | +17.1% | -1.7% | +18.8% | +16.4% |
| YTD | +76.2% | -0.6% | +76.8% | +75.3% |
| 1Y | +62.3% | +1.8% | +60.4% | +61.4% |
| 3Y | +71.8% | +9.6% | +62.2% | +72.2% |
| 5Y | +234.6% | +2.1% | +232.5% | +232.3% |
| All | +234.6% | +2.3% | +232.2% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling