+73.1%
CME vs VTV
+77.3%
-4.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.9% | +2.9% | +1.0% | +2.8% |
| 30D | +11.3% | +3.8% | +7.6% | +9.7% |
| 3M | +19.6% | +1.6% | +18.0% | +18.8% |
| 6M | +8.1% | +11.2% | -3.1% | +3.5% |
| YTD | +20.4% | +22.0% | -1.6% | +10.7% |
| 1Y | +16.5% | +24.9% | -8.4% | +6.0% |
| 3Y | +66.4% | +78.5% | -12.0% | +22.4% |
| All | +73.1% | +77.3% | -4.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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