+151.4%
EXE vs VIG
+94.6%
+56.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +3.1% | +0.5% | +1.2% |
| 30D | -4.3% | +5.0% | -9.4% | -8.0% |
| 3M | -7.7% | +2.7% | -10.3% | -9.7% |
| 6M | -7.2% | +11.0% | -18.2% | -14.8% |
| YTD | -18.5% | +16.0% | -34.5% | -28.1% |
| 1Y | -24.4% | +16.3% | -40.6% | -33.4% |
| 3Y | +21.6% | +66.8% | -45.2% | -22.3% |
| 5Y | +77.3% | +64.8% | +12.6% | +12.0% |
| All | +151.4% | +94.6% | +56.8% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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