+17.7%
CME vs VXUS
+13.7%
+4.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.3% |
| 30D | +13.9% | -1.2% | +15.1% | +13.6% |
| 3M | +22.4% | -3.8% | +26.2% | +21.1% |
| 6M | +12.9% | -1.7% | +14.6% | +12.8% |
| YTD | +19.6% | +11.4% | +8.2% | +20.7% |
| 1Y | +17.7% | +13.3% | +4.3% | +19.1% |
| All | +17.7% | +13.7% | +4.0% | +19.1% |
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