+17.6%
VOO vs CME
+9.8%
+7.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.9% |
| 7D | -0.8% | -1.6% | +0.8% | -0.9% |
| 30D | -1.1% | +5.6% | -6.7% | -0.5% |
| 3M | +3.9% | +5.6% | -1.7% | +4.5% |
| 6M | +13.6% | -8.3% | +21.9% | +12.8% |
| YTD | +12.7% | +4.3% | +8.4% | +13.1% |
| 1Y | +17.6% | +9.1% | +8.5% | +19.2% |
| All | +17.6% | +9.8% | +7.8% | +19.2% |
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