+403.4%
CME vs VEU
+192.1%
+211.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.5% |
| 30D | +6.2% | +2.2% | +4.1% | +4.3% |
| 3M | +10.4% | +3.0% | +7.4% | +6.8% |
| 6M | -9.5% | +10.9% | -20.4% | -18.6% |
| YTD | +6.0% | +18.2% | -12.2% | -10.0% |
| 1Y | +9.3% | +28.3% | -19.0% | -13.8% |
| 3Y | +57.7% | +74.6% | -17.0% | -7.7% |
| 5Y | +77.7% | +56.4% | +21.3% | +12.4% |
| 10Y | +281.2% | +153.0% | +128.2% | +50.9% |
| All | +403.4% | +192.1% | +211.3% | +66.6% |
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