+54.0%
VEA vs CME
+74.8%
-20.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.3% | +3.9% | -1.7% | +1.8% |
| 30D | +0.2% | +11.3% | -11.1% | -1.0% |
| 3M | -5.3% | +19.6% | -24.9% | -7.4% |
| 6M | -0.9% | +8.1% | -9.0% | -1.4% |
| YTD | +12.2% | +20.4% | -8.2% | +8.9% |
| 1Y | +16.1% | +16.5% | -0.4% | +13.4% |
| 3Y | +73.0% | +66.4% | +6.5% | +53.5% |
| All | +54.0% | +74.8% | -20.8% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling