+663.4%
CME vs VT
+345.0%
+318.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +3.2% |
| 7D | +3.7% | -4.2% | +7.8% | +7.3% |
| 30D | +13.7% | -5.8% | +19.5% | +19.3% |
| 3M | +16.6% | -5.2% | +21.8% | +21.5% |
| 6M | +8.2% | +0.1% | +8.1% | +6.5% |
| YTD | +16.3% | +8.2% | +8.1% | +6.0% |
| 1Y | +19.1% | +10.1% | +9.0% | +6.7% |
| 3Y | +67.4% | +69.7% | -2.3% | -3.5% |
| 5Y | +71.0% | +53.4% | +17.6% | +6.0% |
| 10Y | +338.9% | +219.2% | +119.7% | +26.5% |
| All | +663.4% | +345.0% | +318.4% | +92.7% |
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