+173.5%
CVE vs VTEB
+18.2%
+155.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +2.0% | -0.7% | +2.7% | +2.5% |
| 30D | +13.2% | -2.1% | +15.3% | +14.8% |
| 3M | +21.7% | -2.7% | +24.4% | +23.9% |
| 6M | +48.4% | -2.1% | +50.5% | +50.2% |
| YTD | +100.1% | -1.1% | +101.2% | +101.0% |
| 1Y | +107.8% | +1.3% | +106.5% | +104.6% |
| 3Y | +76.9% | +9.0% | +67.9% | +62.5% |
| 5Y | +346.2% | +1.5% | +344.7% | +340.2% |
| 10Y | +173.5% | +18.5% | +155.0% | +177.3% |
| All | +173.5% | +18.2% | +155.3% | +177.3% |
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 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