+349.5%
CFG vs VTEB
+26.6%
+322.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -3.7% | -1.6% | -2.1% | -3.1% |
| 3M | +9.5% | -2.0% | +11.5% | +10.4% |
| 6M | +22.2% | -1.7% | +23.9% | +23.1% |
| YTD | +22.3% | -0.6% | +22.9% | +22.7% |
| 1Y | +39.4% | +1.8% | +37.6% | +38.5% |
| 3Y | +188.5% | +9.6% | +178.9% | +176.5% |
| 5Y | +101.5% | +2.1% | +99.5% | +97.7% |
| 10Y | +308.6% | +18.9% | +289.7% | +501.3% |
| All | +349.5% | +26.6% | +322.9% | +821.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling