+55.0%
CME vs VFC
-24.8%
+79.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +6.2% | -11.6% | +17.9% | +5.9% |
| 3M | +10.4% | -18.1% | +28.5% | +9.9% |
| 6M | -9.5% | -27.4% | +17.8% | -10.1% |
| YTD | +6.0% | -24.8% | +30.8% | +5.4% |
| 1Y | +9.3% | -8.2% | +17.5% | +9.4% |
| All | +55.0% | -24.8% | +79.8% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling