+16.1%
VEA vs CME
+17.3%
-1.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +2.3% | +3.9% | -1.7% | +2.9% |
| 30D | +0.2% | +11.3% | -11.1% | +1.9% |
| 3M | -5.3% | +19.6% | -24.9% | -2.7% |
| 6M | -0.9% | +8.1% | -9.0% | +1.4% |
| YTD | +12.2% | +20.4% | -8.2% | +13.9% |
| 1Y | +16.1% | +16.5% | -0.4% | +18.0% |
| All | +16.1% | +17.3% | -1.2% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling