+666.0%
CME vs VT
+363.9%
+302.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.1% |
| 7D | +4.8% | -0.3% | +5.1% | +5.1% |
| 30D | +14.2% | -1.4% | +15.6% | +15.4% |
| 3M | +17.9% | -1.4% | +19.3% | +18.9% |
| 6M | +7.2% | +5.5% | +1.8% | +1.1% |
| YTD | +16.7% | +12.8% | +3.9% | +2.7% |
| 1Y | +19.6% | +15.4% | +4.1% | +2.9% |
| 3Y | +67.9% | +76.9% | -9.0% | -6.4% |
| 5Y | +72.4% | +60.4% | +12.0% | +3.0% |
| 10Y | +340.4% | +232.8% | +107.6% | +22.6% |
| All | +666.0% | +363.9% | +302.1% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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