+175.5%
EXE vs VIG
+83.0%
+92.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | -2.2% | -2.2% | 0.0% | -0.5% |
| 30D | -0.8% | -3.2% | +2.4% | +1.7% |
| 3M | +10.0% | +3.0% | +7.0% | +7.2% |
| 6M | -6.3% | +8.1% | -14.5% | -12.4% |
| YTD | -10.7% | +9.1% | -19.7% | -17.2% |
| 1Y | +2.7% | +12.6% | -9.9% | -7.3% |
| 3Y | +19.1% | +55.4% | -36.3% | -19.4% |
| 5Y | +105.4% | +62.8% | +42.6% | +31.8% |
| All | +175.5% | +83.0% | +92.5% | +70.3% |
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