+96.7%
CFG vs VTEB
+1.2%
+95.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -4.6% | -2.5% | -2.1% | -3.6% |
| 3M | +6.7% | -3.0% | +9.6% | +8.0% |
| 6M | +22.1% | -2.1% | +24.2% | +23.3% |
| YTD | +23.2% | -1.5% | +24.7% | +24.1% |
| 1Y | +40.3% | +0.2% | +40.1% | +40.5% |
| 3Y | +187.9% | +8.6% | +179.3% | +169.3% |
| All | +96.7% | +1.2% | +95.5% | +30.9% |
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