+595.7%
CME vs VT
+374.2%
+221.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | +6.2% | +1.0% | +5.3% | +5.3% |
| 3M | +10.4% | +2.4% | +8.0% | +7.4% |
| 6M | -9.5% | +12.0% | -21.5% | -19.3% |
| YTD | +6.0% | +15.3% | -9.3% | -8.2% |
| 1Y | +9.3% | +22.6% | -13.3% | -10.7% |
| 3Y | +57.7% | +74.7% | -17.0% | -10.8% |
| 5Y | +77.7% | +66.1% | +11.5% | +3.0% |
| 10Y | +281.2% | +225.0% | +56.2% | +9.3% |
| All | +595.7% | +374.2% | +221.5% | +66.9% |
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