+328.9%
CME vs VXUS
+135.4%
+193.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +0.9% | -1.8% | +2.7% | +1.8% |
| 30D | +13.2% | -4.6% | +17.7% | +15.8% |
| 3M | +16.3% | -6.1% | +22.4% | +19.8% |
| 6M | +7.1% | -4.9% | +12.0% | +8.9% |
| YTD | +15.8% | +8.1% | +7.8% | +8.2% |
| 1Y | +17.1% | +12.1% | +5.0% | +6.9% |
| 3Y | +63.2% | +63.9% | -0.7% | +12.5% |
| 5Y | +70.2% | +43.1% | +27.1% | +29.4% |
| All | +328.9% | +135.4% | +193.5% | +113.5% |
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