+61.8%
CME vs VSH
+32.2%
+29.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.6% |
| 7D | +1.7% | -1.6% | +3.2% | +1.7% |
| 30D | +10.2% | -21.3% | +31.5% | +8.5% |
| 3M | +17.8% | -18.9% | +36.7% | +16.6% |
| 6M | +11.0% | -21.4% | +32.4% | +10.1% |
| YTD | +17.0% | +86.8% | -69.8% | +24.0% |
| 1Y | +15.8% | +85.8% | -70.0% | +22.7% |
| 3Y | +61.8% | +30.1% | +31.6% | +73.6% |
| All | +61.8% | +32.2% | +29.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling