+24.9%
VTEB vs CAPR
-79.7%
+104.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.7% |
| 7D | -1.2% | -10.6% | +9.3% | -1.2% |
| 30D | -2.9% | +111.2% | -114.1% | -2.9% |
| 3M | -3.2% | -67.2% | +64.1% | -3.2% |
| 6M | -2.6% | -75.1% | +72.5% | -2.6% |
| YTD | -1.8% | -71.2% | +69.4% | -1.8% |
| 1Y | +0.2% | +31.1% | -30.9% | +0.3% |
| 3Y | +8.2% | +31.3% | -23.1% | +8.3% |
| 5Y | +0.8% | +69.4% | -68.5% | +1.0% |
| 10Y | +17.7% | -78.2% | +95.8% | +17.5% |
| All | +24.9% | -79.7% | +104.6% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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