+471.8%
CME vs VEU
+174.2%
+297.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +3.9% | +2.1% | +1.9% | +2.2% |
| 30D | +11.3% | -0.9% | +12.3% | +11.8% |
| 3M | +19.6% | -5.4% | +24.9% | +24.2% |
| 6M | +8.1% | -1.8% | +9.9% | +7.7% |
| YTD | +20.4% | +10.9% | +9.5% | +7.0% |
| 1Y | +16.5% | +13.6% | +2.9% | +1.4% |
| 3Y | +66.4% | +69.3% | -2.8% | -0.6% |
| 5Y | +74.5% | +48.1% | +26.4% | +14.8% |
| 10Y | +308.5% | +148.0% | +160.5% | +63.0% |
| All | +471.8% | +174.2% | +297.6% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling