+175.5%
EXE vs VMC
+67.5%
+108.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.2% | -3.7% | +1.5% | -1.2% |
| 30D | -0.8% | -12.8% | +12.0% | +2.8% |
| 3M | +10.0% | -7.9% | +18.0% | +11.8% |
| 6M | -6.3% | -7.5% | +1.2% | -5.5% |
| YTD | -10.7% | -11.6% | +1.0% | -9.4% |
| 1Y | +2.7% | -14.3% | +16.9% | +5.0% |
| 3Y | +19.1% | +18.5% | +0.6% | +5.5% |
| 5Y | +105.4% | +46.8% | +58.7% | +62.8% |
| All | +175.5% | +67.5% | +108.1% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling