+158.3%
VEA vs CME
+497.9%
-339.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.3% | +3.9% | -1.7% | +0.9% |
| 30D | +0.2% | +11.3% | -11.1% | -3.6% |
| 3M | -5.3% | +19.6% | -24.9% | -11.4% |
| 6M | -0.9% | +8.1% | -9.0% | -4.6% |
| YTD | +12.2% | +20.4% | -8.2% | +3.4% |
| 1Y | +16.1% | +16.5% | -0.4% | +8.1% |
| 3Y | +73.0% | +66.4% | +6.5% | +39.2% |
| 5Y | +53.7% | +74.5% | -20.8% | +20.0% |
| 10Y | +159.3% | +308.5% | -149.2% | +40.7% |
| All | +158.3% | +497.9% | -339.6% | -2.7% |
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