+79.1%
CME vs VFC
-77.9%
+157.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | +6.2% | -11.6% | +17.9% | +6.4% |
| 3M | +10.4% | -18.1% | +28.5% | +10.6% |
| 6M | -9.5% | -27.4% | +17.8% | -9.2% |
| YTD | +6.0% | -24.8% | +30.8% | +6.3% |
| 1Y | +9.3% | -8.2% | +17.5% | +9.1% |
| 3Y | +57.7% | -29.1% | +86.8% | +57.9% |
| All | +79.1% | -77.9% | +157.0% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling