+273.1%
CME vs VEU
+155.6%
+117.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | +4.7% | +0.7% | +4.0% | +4.3% |
| 3M | +7.8% | +4.7% | +3.1% | +4.7% |
| 6M | -11.0% | +11.6% | -22.6% | -17.5% |
| YTD | +4.0% | +16.8% | -12.8% | -6.5% |
| 1Y | +9.1% | +24.9% | -15.8% | -6.1% |
| 3Y | +52.3% | +75.7% | -23.5% | +1.7% |
| 5Y | +76.1% | +56.1% | +20.0% | +27.9% |
| All | +273.1% | +155.6% | +117.5% | +79.2% |
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