+300.3%
CME vs VEU
+150.0%
+150.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +2.7% | +2.4% | +0.3% | +1.4% |
| 30D | +13.5% | -2.0% | +15.5% | +14.5% |
| 3M | +20.9% | -5.1% | +26.0% | +23.9% |
| 6M | +11.5% | -0.7% | +12.2% | +10.7% |
| YTD | +19.5% | +11.0% | +8.5% | +10.0% |
| 1Y | +17.2% | +12.4% | +4.8% | +7.0% |
| 3Y | +65.1% | +69.8% | -4.7% | +11.3% |
| 5Y | +73.1% | +48.2% | +24.9% | +28.8% |
| All | +300.3% | +150.0% | +150.2% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling