+9.3%
CME vs VWO
+23.1%
-13.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | 0.0% |
| 7D | -1.6% | +1.1% | -2.6% | -1.2% |
| 30D | +6.2% | +2.4% | +3.9% | +7.0% |
| 3M | +10.4% | +2.0% | +8.4% | +11.5% |
| 6M | -9.5% | +10.7% | -20.2% | -6.5% |
| YTD | +6.0% | +14.4% | -8.4% | +10.3% |
| 1Y | +9.3% | +22.7% | -13.4% | +17.6% |
| All | +9.3% | +23.1% | -13.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling