+10.1%
CME vs VXUS
+25.3%
-15.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | -2.9% | +1.6% | -4.4% | -2.4% |
| 30D | +5.5% | +1.0% | +4.5% | +5.9% |
| 3M | +11.0% | +5.7% | +5.3% | +12.9% |
| 6M | -9.7% | +13.6% | -23.3% | -6.8% |
| YTD | +4.9% | +17.4% | -12.5% | +9.3% |
| 1Y | +10.1% | +25.1% | -15.0% | +18.5% |
| All | +10.1% | +25.3% | -15.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling