+174.8%
EXE vs VFC
-81.1%
+255.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -0.4% | -13.4% | +13.0% | +1.0% |
| 3M | +9.5% | -23.7% | +33.2% | +11.8% |
| 6M | -9.3% | -24.5% | +15.1% | -7.7% |
| YTD | -10.9% | -27.8% | +16.9% | -9.1% |
| 1Y | +4.3% | -13.5% | +17.7% | +3.7% |
| 3Y | +18.8% | -27.1% | +45.9% | +14.7% |
| 5Y | +101.4% | -79.0% | +180.4% | +156.4% |
| All | +174.8% | -81.1% | +255.9% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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