+288.0%
CME vs VSH
+117.5%
+170.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +1.7% | -1.6% | +3.2% | +1.6% |
| 30D | +10.2% | -21.3% | +31.5% | +11.7% |
| 3M | +17.8% | -18.9% | +36.7% | +18.8% |
| 6M | +11.0% | -21.4% | +32.4% | +9.2% |
| YTD | +17.0% | +86.8% | -69.8% | +2.3% |
| 1Y | +15.8% | +85.8% | -70.0% | +1.1% |
| 3Y | +61.8% | +30.1% | +31.6% | +44.7% |
| 5Y | +72.5% | +42.8% | +29.7% | +45.8% |
| 10Y | +288.0% | +121.2% | +166.8% | +159.7% |
| All | +288.0% | +117.5% | +170.5% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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