+299.5%
CME vs VFC
-44.8%
+344.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -0.7% |
| 7D | -0.6% | +7.7% | -8.2% | -1.3% |
| 30D | +8.5% | +39.2% | -30.7% | +4.8% |
| 3M | +16.0% | +40.3% | -24.2% | +11.9% |
| 6M | +9.3% | +11.4% | -2.0% | +7.5% |
| YTD | +15.3% | +17.5% | -2.2% | +12.2% |
| 1Y | +14.4% | +45.9% | -31.5% | +8.3% |
| 3Y | +59.9% | +47.3% | +12.6% | +38.3% |
| 5Y | +69.4% | -67.2% | +136.6% | +115.7% |
| 10Y | +299.5% | -46.1% | +345.6% | +320.6% |
| All | +299.5% | -44.8% | +344.3% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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