+76.2%
EXE vs VIG
+65.2%
+11.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.9% | +3.1% | -0.2% | +0.5% |
| 30D | -4.9% | +5.0% | -10.0% | -8.6% |
| 3M | -8.3% | +2.7% | -10.9% | -10.3% |
| 6M | -7.8% | +11.0% | -18.8% | -15.4% |
| YTD | -19.0% | +16.0% | -35.0% | -28.6% |
| 1Y | -24.8% | +16.3% | -41.1% | -33.9% |
| 3Y | +20.8% | +66.8% | -46.0% | -23.6% |
| 5Y | +76.2% | +64.8% | +11.4% | +11.8% |
| All | +76.2% | +65.2% | +11.0% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling