+117.7%
CMS vs VTEB
+17.5%
+100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | -1.3% | -1.2% | -0.1% | 0.0% |
| 30D | -2.8% | -2.9% | +0.1% | +0.4% |
| 3M | -7.1% | -3.2% | -4.0% | -3.8% |
| 6M | -10.0% | -2.6% | -7.4% | -7.3% |
| YTD | -0.9% | -1.8% | +0.9% | +1.1% |
| 1Y | -2.0% | +0.2% | -2.2% | -2.2% |
| 3Y | +33.0% | +8.2% | +24.8% | +22.1% |
| 5Y | +24.3% | +0.8% | +23.4% | +22.4% |
| All | +117.7% | +17.5% | +100.3% | +89.2% |
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