+778.5%
CME vs VXUS
+179.6%
+598.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -1.6% | +1.0% | -2.6% | -2.2% |
| 30D | +6.2% | +2.2% | +4.0% | +4.8% |
| 3M | +10.4% | +3.0% | +7.5% | +7.9% |
| 6M | -9.5% | +10.7% | -20.2% | -16.1% |
| YTD | +6.0% | +17.8% | -11.8% | -5.7% |
| 1Y | +9.3% | +27.6% | -18.3% | -7.9% |
| 3Y | +57.7% | +73.3% | -15.6% | +6.0% |
| 5Y | +77.7% | +54.3% | +23.4% | +28.4% |
| 10Y | +281.2% | +149.8% | +131.4% | +90.4% |
| All | +778.5% | +179.6% | +598.9% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling