+9.3%
CME vs VEU
+28.8%
-19.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.2% |
| 30D | +6.2% | +2.2% | +4.1% | +7.0% |
| 3M | +10.4% | +3.0% | +7.4% | +11.8% |
| 6M | -9.5% | +10.9% | -20.4% | -6.7% |
| YTD | +6.0% | +18.2% | -12.2% | +10.8% |
| 1Y | +9.3% | +28.3% | -19.0% | +20.1% |
| All | +9.3% | +28.8% | -19.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling