+204.3%
CF vs VTEB
+26.8%
+177.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | +4.7% | +2.5% | +2.2% | +3.5% |
| 3M | +7.4% | -1.7% | +9.1% | +8.3% |
| 6M | +0.6% | -1.2% | +1.8% | +1.1% |
| YTD | +64.1% | -0.5% | +64.6% | +63.9% |
| 1Y | +51.4% | -0.1% | +51.5% | +50.8% |
| 3Y | +67.8% | +10.5% | +57.3% | +55.7% |
| 5Y | +114.1% | +2.6% | +111.6% | +111.0% |
| 10Y | +480.1% | +22.4% | +457.7% | +675.2% |
| All | +204.3% | +26.8% | +177.5% | +355.7% |
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