+178.5%
EXE vs VIG
+86.3%
+92.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -0.3% | -0.4% | +0.2% | +0.1% |
| 30D | +8.5% | -1.0% | +9.4% | +9.2% |
| 3M | +5.5% | +2.8% | +2.7% | +3.0% |
| 6M | -5.9% | +8.2% | -14.1% | -11.9% |
| YTD | -9.7% | +11.0% | -20.7% | -17.5% |
| 1Y | +3.6% | +16.1% | -12.6% | -8.8% |
| 3Y | +18.0% | +56.2% | -38.1% | -20.3% |
| 5Y | +109.4% | +63.0% | +46.4% | +34.0% |
| All | +178.5% | +86.3% | +92.2% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling