Preheat the oven to 400°F. Wrap the beets in aluminum foil and roast for about 45-60 minutes, or until tender. Let them cool, then peel and chop.
In a blender, combine the roasted beets, cucumber, red bell pepper, red onion, garlic, vegetable broth, olive oil, red wine vinegar, salt, black pepper, and cayenne pepper (if using).
Blend until smooth, adjusting the consistency with more broth if desired.
Taste and adjust seasoning as needed. Chill the gazpacho in the refrigerator for at least 1 hour before serving.
Serve cold, garnished with fresh herbs.