+7,384.4%
CME vs VFC
+357.8%
+7,026.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.1% | -1.1% |
| 7D | -0.6% | +7.7% | -8.2% | -2.5% |
| 30D | +8.5% | +39.2% | -30.7% | -0.4% |
| 3M | +16.0% | +40.3% | -24.2% | +6.0% |
| 6M | +9.3% | +11.4% | -2.0% | +4.6% |
| YTD | +15.3% | +17.5% | -2.2% | +7.4% |
| 1Y | +14.4% | +45.9% | -31.5% | -0.1% |
| 3Y | +59.9% | +47.3% | +12.6% | +15.1% |
| 5Y | +69.4% | -67.2% | +136.6% | +111.4% |
| 10Y | +299.5% | -46.1% | +345.6% | +237.9% |
| All | +7,384.4% | +357.8% | +7,026.6% | +1,931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling