+19.6%
CME vs VWO
+5.9%
+13.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +2.0% |
| 7D | +4.8% | -1.3% | +6.1% | +4.4% |
| 30D | +14.2% | -7.1% | +21.3% | +11.6% |
| 3M | +17.9% | -6.1% | +24.0% | +15.7% |
| 6M | +7.2% | -3.9% | +11.1% | +6.3% |
| YTD | +16.7% | +5.0% | +11.7% | +17.6% |
| 1Y | +19.6% | +6.0% | +13.6% | +20.9% |
| All | +19.6% | +5.9% | +13.7% | +20.9% |
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