+103.6%
EXE vs VFC
-78.3%
+182.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.5% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +6.4% | -11.9% | +18.3% | +7.6% |
| 3M | +9.2% | -20.2% | +29.4% | +10.9% |
| 6M | -7.0% | -23.0% | +16.0% | -5.6% |
| YTD | -9.5% | -26.2% | +16.8% | -7.9% |
| 1Y | +6.2% | -13.3% | +19.6% | +5.7% |
| 3Y | +20.7% | -25.5% | +46.2% | +16.7% |
| 5Y | +103.6% | -78.1% | +181.8% | +154.7% |
| All | +103.6% | -78.3% | +182.0% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling