+66.4%
CME vs VXUS
+69.0%
-2.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.9% | +2.1% | +1.8% | +4.2% |
| 30D | +11.3% | -1.1% | +12.5% | +11.2% |
| 3M | +19.6% | -5.6% | +25.2% | +18.8% |
| 6M | +8.1% | -2.3% | +10.3% | +7.9% |
| YTD | +20.4% | +10.4% | +10.1% | +20.7% |
| 1Y | +16.5% | +13.1% | +3.4% | +16.8% |
| 3Y | +66.4% | +68.0% | -1.6% | +73.6% |
| All | +66.4% | +69.0% | -2.5% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling