+32.0%
CVS vs VTEB
+26.0%
+6.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -0.3% | -2.1% | +1.8% | +0.2% |
| 3M | -1.1% | -2.7% | +1.5% | -0.5% |
| 6M | +23.7% | -2.1% | +25.8% | +24.4% |
| YTD | +23.0% | -1.1% | +24.1% | +23.3% |
| 1Y | +37.2% | +1.3% | +35.8% | +36.7% |
| 3Y | +62.4% | +9.0% | +53.4% | +57.4% |
| 5Y | +31.8% | +1.5% | +30.3% | +31.5% |
| 10Y | +41.9% | +18.5% | +23.4% | +62.5% |
| All | +32.0% | +26.0% | +6.0% | +78.3% |
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