+274.2%
CME vs VTEB
+17.9%
+256.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.1% |
| 30D | +5.6% | -2.5% | +8.1% | +7.1% |
| 3M | +5.6% | -3.0% | +8.6% | +7.4% |
| 6M | -8.3% | -2.1% | -6.1% | -7.2% |
| YTD | +4.3% | -1.5% | +5.8% | +5.1% |
| 1Y | +9.1% | +0.2% | +8.9% | +8.7% |
| 3Y | +52.1% | +8.6% | +43.5% | +43.4% |
| 5Y | +79.7% | +1.2% | +78.5% | +78.4% |
| All | +274.2% | +17.9% | +256.4% | +341.6% |
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