-18.9%
EXE vs VMC
+3.7%
-22.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.6% | -7.5% | -2.4% |
| 7D | -4.7% | +12.3% | -17.0% | -3.4% |
| 30D | +1.0% | +21.2% | -20.2% | +3.1% |
| 3M | -5.6% | +4.6% | -10.2% | -5.4% |
| 6M | -12.3% | +3.9% | -16.2% | -11.7% |
| YTD | -19.5% | +5.0% | -24.5% | -19.5% |
| 1Y | -18.9% | +2.6% | -21.5% | -18.2% |
| All | -18.9% | +3.7% | -22.6% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling