+282.1%
CME vs VXUS
+145.9%
+136.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.9% | +1.6% | -4.4% | -3.7% |
| 30D | +5.5% | +1.0% | +4.5% | +4.9% |
| 3M | +11.0% | +5.7% | +5.3% | +7.2% |
| 6M | -9.7% | +13.6% | -23.3% | -17.1% |
| YTD | +4.9% | +17.4% | -12.5% | -5.9% |
| 1Y | +10.1% | +25.1% | -15.0% | -5.3% |
| 3Y | +53.5% | +75.8% | -22.3% | +2.6% |
| 5Y | +77.2% | +55.4% | +21.8% | +29.4% |
| 10Y | +282.1% | +146.4% | +135.7% | +84.8% |
| All | +282.1% | +145.9% | +136.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling