+89.6%
CL vs VTEB
+23.2%
+66.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +3.2% | -1.2% | +4.4% | +4.0% |
| 30D | +8.0% | +2.5% | +5.6% | +6.4% |
| 3M | +7.9% | -1.7% | +9.6% | +9.0% |
| 6M | +14.7% | -1.2% | +16.0% | +15.6% |
| YTD | +29.2% | -0.5% | +29.6% | +29.6% |
| 1Y | +29.5% | -0.1% | +29.6% | +29.7% |
| 3Y | +40.7% | +10.5% | +30.2% | +33.2% |
| 5Y | +43.9% | +2.6% | +41.3% | +41.8% |
| All | +89.6% | +23.2% | +66.4% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling