+216.7%
CTVA vs VTEB
+10.9%
+205.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -4.5% | -0.9% | -3.6% | -4.0% |
| 30D | +11.3% | -2.5% | +13.8% | +12.9% |
| 3M | +12.3% | -3.0% | +15.3% | +14.2% |
| 6M | +7.2% | -2.1% | +9.3% | +8.4% |
| YTD | +26.0% | -1.5% | +27.5% | +27.0% |
| 1Y | +16.0% | +0.2% | +15.9% | +15.8% |
| 3Y | +73.9% | +8.6% | +65.4% | +65.4% |
| 5Y | +103.8% | +1.2% | +102.6% | +101.9% |
| All | +216.7% | +10.9% | +205.8% | +339.4% |
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 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