+190.2%
CF vs VTEB
+28.5%
+161.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +6.9% | +4.5% | +2.5% | +4.7% |
| 3M | +4.8% | -0.2% | +5.0% | +4.9% |
| 6M | +4.7% | -0.2% | +4.9% | +4.7% |
| YTD | +56.5% | +0.8% | +55.6% | +55.3% |
| 1Y | +48.4% | +1.3% | +47.1% | +46.8% |
| 3Y | +59.1% | +12.2% | +47.0% | +46.5% |
| 5Y | +109.5% | +3.8% | +105.8% | +105.5% |
| 10Y | +487.0% | +23.1% | +463.8% | +657.1% |
| All | +190.2% | +28.5% | +161.7% | +331.8% |
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