+25.4%
VTEB vs CRL
+310.5%
-285.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.3% |
| 7D | -0.9% | -3.5% | +2.6% | -0.8% |
| 30D | -2.5% | -2.1% | -0.4% | -2.5% |
| 3M | -3.0% | +48.0% | -50.9% | -3.8% |
| 6M | -2.1% | +64.7% | -66.9% | -3.3% |
| YTD | -1.5% | +39.5% | -41.0% | -2.4% |
| 1Y | +0.2% | +74.2% | -74.0% | -1.2% |
| 3Y | +8.6% | +39.4% | -30.8% | +7.0% |
| 5Y | +1.2% | -36.9% | +38.1% | +1.4% |
| 10Y | +18.1% | +253.3% | -235.2% | +14.9% |
| All | +25.4% | +310.5% | -285.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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