+90.4%
CL vs VTEB
+26.7%
+63.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -0.8% | -1.4% | -1.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.1% |
| 3M | +4.9% | -2.1% | +7.1% | +6.3% |
| 6M | -5.7% | -1.7% | -4.0% | -4.7% |
| YTD | +14.4% | -0.6% | +15.0% | +14.8% |
| 1Y | +8.7% | +3.1% | +5.7% | +7.0% |
| 3Y | +30.0% | +9.2% | +20.8% | +24.3% |
| 5Y | +28.4% | +2.2% | +26.2% | +26.8% |
| 10Y | +50.1% | +18.8% | +31.3% | +44.2% |
| All | +90.4% | +26.7% | +63.8% | +107.4% |
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