+278.8%
CME vs VFC
-69.4%
+348.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | +4.2% | -13.4% | +17.5% | +5.7% |
| 3M | +7.3% | -23.7% | +31.0% | +9.9% |
| 6M | -11.4% | -24.5% | +13.1% | -9.5% |
| YTD | +3.5% | -27.8% | +31.4% | +6.0% |
| 1Y | +8.6% | -13.5% | +22.1% | +8.3% |
| 3Y | +51.6% | -27.1% | +78.7% | +43.5% |
| 5Y | +75.3% | -79.0% | +154.3% | +131.0% |
| 10Y | +278.8% | -68.7% | +347.6% | +317.1% |
| All | +278.8% | -69.4% | +348.2% | +317.1% |
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