+218.9%
CTVA vs VTEB
+10.5%
+208.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -4.7% | -1.2% | -3.4% | -4.0% |
| 30D | +11.1% | -2.9% | +14.0% | +12.9% |
| 3M | +13.7% | -3.2% | +16.9% | +15.7% |
| 6M | +11.2% | -2.6% | +13.9% | +12.9% |
| YTD | +26.9% | -1.8% | +28.7% | +28.2% |
| 1Y | +18.8% | +0.2% | +18.6% | +18.6% |
| 3Y | +75.9% | +8.2% | +67.7% | +67.6% |
| 5Y | +105.2% | +0.8% | +104.4% | +103.7% |
| All | +218.9% | +10.5% | +208.4% | +343.3% |
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