+110.4%
CF vs VTEB
+3.7%
+106.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -0.4% |
| 30D | +6.9% | +4.5% | +2.5% | +9.1% |
| 3M | +4.8% | -0.2% | +5.0% | +4.4% |
| 6M | +4.7% | -0.2% | +4.9% | +4.3% |
| YTD | +56.5% | +0.8% | +55.6% | +56.3% |
| 1Y | +48.4% | +1.3% | +47.1% | +48.2% |
| 3Y | +59.1% | +12.2% | +47.0% | +60.2% |
| All | +110.4% | +3.7% | +106.6% | +113.1% |
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 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