+380.9%
CME vs VTEB
+26.0%
+355.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | +4.7% | -2.1% | +6.7% | +5.8% |
| 3M | +7.8% | -2.7% | +10.5% | +9.3% |
| 6M | -11.0% | -2.1% | -8.9% | -10.1% |
| YTD | +4.0% | -1.1% | +5.1% | +4.5% |
| 1Y | +9.1% | +1.3% | +7.8% | +8.1% |
| 3Y | +52.3% | +9.0% | +43.3% | +44.4% |
| 5Y | +76.1% | +1.5% | +74.6% | +74.6% |
| 10Y | +280.6% | +18.5% | +262.1% | +369.0% |
| All | +380.9% | +26.0% | +355.0% | +648.1% |
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 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