+314.1%
VOO vs CME
+280.4%
+33.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -1.7% | +6.2% | -7.8% | -3.7% |
| 3M | +4.7% | +4.4% | +0.4% | +2.9% |
| 6M | +12.6% | -9.6% | +22.2% | +15.6% |
| YTD | +11.8% | +3.8% | +8.0% | +9.0% |
| 1Y | +17.5% | +9.5% | +8.0% | +12.1% |
| 3Y | +77.0% | +51.9% | +25.1% | +45.5% |
| 5Y | +82.6% | +78.7% | +3.9% | +38.3% |
| All | +314.1% | +280.4% | +33.7% | +153.9% |
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