+6,781.2%
CME vs VSH
+324.8%
+6,456.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.3% |
| 7D | -1.6% | +4.1% | -5.6% | -2.6% |
| 30D | +6.2% | -4.2% | +10.4% | +6.8% |
| 3M | +10.4% | -50.0% | +60.4% | +25.8% |
| 6M | -9.5% | +80.2% | -89.7% | -27.2% |
| YTD | +6.0% | +121.1% | -115.1% | -19.8% |
| 1Y | +9.3% | +112.0% | -102.7% | -17.5% |
| 3Y | +57.7% | +22.5% | +35.1% | +29.5% |
| 5Y | +77.7% | +64.0% | +13.6% | +28.8% |
| 10Y | +281.2% | +170.4% | +110.9% | +114.4% |
| All | +6,781.2% | +324.8% | +6,456.4% | +2,274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling