+158.3%
VEA vs CME
+280.4%
-122.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -1.1% | +6.2% | -7.2% | -2.8% |
| 3M | +5.1% | +4.4% | +0.7% | +3.5% |
| 6M | +9.8% | -9.6% | +19.4% | +12.3% |
| YTD | +15.9% | +3.8% | +12.2% | +13.4% |
| 1Y | +24.6% | +9.5% | +15.0% | +19.5% |
| 3Y | +75.5% | +51.9% | +23.6% | +48.8% |
| 5Y | +59.4% | +78.7% | -19.3% | +25.9% |
| All | +158.3% | +280.4% | -122.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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