+272.2%
CME vs VEU
+152.3%
+119.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.5% |
| 7D | -2.4% | -1.9% | -0.5% | -1.4% |
| 30D | +6.2% | -0.7% | +6.9% | +6.5% |
| 3M | +4.4% | +4.9% | -0.5% | +1.2% |
| 6M | -9.6% | +9.8% | -19.5% | -15.5% |
| YTD | +3.8% | +15.3% | -11.5% | -6.0% |
| 1Y | +9.5% | +23.0% | -13.5% | -5.0% |
| 3Y | +51.9% | +73.5% | -21.6% | +2.2% |
| 5Y | +78.7% | +54.5% | +24.2% | +30.4% |
| All | +272.2% | +152.3% | +119.9% | +80.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling