+3,205.2%
CME vs VTV
+715.1%
+2,490.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.2% |
| 30D | +5.5% | +0.1% | +5.4% | +5.3% |
| 3M | +11.0% | +6.2% | +4.8% | +3.9% |
| 6M | -9.7% | +13.5% | -23.2% | -21.4% |
| YTD | +4.9% | +18.9% | -14.0% | -13.2% |
| 1Y | +10.1% | +25.8% | -15.7% | -14.4% |
| 3Y | +53.5% | +68.7% | -15.2% | -15.8% |
| 5Y | +77.2% | +80.3% | -3.2% | -11.5% |
| 10Y | +282.1% | +226.3% | +55.8% | -6.6% |
| All | +3,205.2% | +715.1% | +2,490.1% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling