+272.2%
CME vs VSH
+178.4%
+93.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -2.4% | +2.8% | -5.1% | -2.6% |
| 30D | +6.2% | -6.0% | +12.2% | +6.7% |
| 3M | +4.4% | -42.6% | +47.0% | +8.9% |
| 6M | -9.6% | +82.1% | -91.8% | -19.2% |
| YTD | +3.8% | +117.5% | -113.8% | -9.9% |
| 1Y | +9.5% | +109.0% | -99.5% | -4.9% |
| 3Y | +51.9% | +34.9% | +17.1% | +38.7% |
| 5Y | +78.7% | +65.1% | +13.6% | +50.2% |
| All | +272.2% | +178.4% | +93.9% | +138.8% |
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