+40.3%
CFG vs VTEB
+0.4%
+39.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.9% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | -4.6% | -2.5% | -2.1% | -2.1% |
| 3M | +6.7% | -3.0% | +9.6% | +10.1% |
| 6M | +22.1% | -2.1% | +24.2% | +24.8% |
| YTD | +23.2% | -1.5% | +24.7% | +30.0% |
| 1Y | +40.3% | +0.2% | +40.1% | +62.1% |
| All | +40.3% | +0.4% | +39.9% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling