+79.1%
CME vs VSH
+67.2%
+11.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.1% |
| 7D | -1.6% | +4.1% | -5.6% | -1.4% |
| 30D | +6.2% | -4.2% | +10.4% | +6.1% |
| 3M | +10.4% | -50.0% | +60.4% | +8.5% |
| 6M | -9.5% | +80.2% | -89.7% | -9.0% |
| YTD | +6.0% | +121.1% | -115.1% | +6.9% |
| 1Y | +9.3% | +112.0% | -102.7% | +10.2% |
| 3Y | +57.7% | +22.5% | +35.1% | +65.8% |
| All | +79.1% | +67.2% | +11.9% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling