+173.7%
VEA vs CME
+426.5%
-252.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.0% | -1.6% | +2.5% | +1.5% |
| 30D | +1.9% | +6.2% | -4.3% | -0.3% |
| 3M | +3.2% | +10.4% | -7.2% | -0.9% |
| 6M | +10.2% | -9.5% | +19.8% | +13.0% |
| YTD | +18.9% | +6.0% | +12.9% | +14.9% |
| 1Y | +29.3% | +9.3% | +20.1% | +23.3% |
| 3Y | +76.8% | +57.7% | +19.1% | +45.0% |
| 5Y | +61.2% | +77.7% | -16.5% | +24.8% |
| 10Y | +163.3% | +281.2% | -117.9% | +46.2% |
| All | +173.7% | +426.5% | -252.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling