+144.5%
EXE vs VFC
-69.2%
+213.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | -3.9% | +7.7% | -11.6% | -4.6% |
| 30D | -2.6% | +39.2% | -41.8% | -5.7% |
| 3M | -6.9% | +40.3% | -47.1% | -9.9% |
| 6M | -9.3% | +11.4% | -20.7% | -10.7% |
| YTD | -20.7% | +17.5% | -38.3% | -22.9% |
| 1Y | -21.8% | +45.9% | -67.7% | -26.0% |
| 3Y | +16.2% | +47.3% | -31.1% | +2.9% |
| 5Y | +61.1% | -67.2% | +128.3% | +98.0% |
| All | +144.5% | -69.2% | +213.6% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling