+151.4%
EXE vs VMC
+87.6%
+63.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +3.6% | -1.7% | +5.2% | +4.0% |
| 30D | -4.3% | +15.3% | -19.6% | -8.1% |
| 3M | -7.7% | +0.3% | -8.0% | -8.0% |
| 6M | -7.2% | +0.9% | -8.1% | -8.3% |
| YTD | -18.5% | -1.0% | -17.5% | -20.0% |
| 1Y | -24.4% | -4.3% | -20.0% | -24.9% |
| 3Y | +21.6% | +35.3% | -13.7% | +3.6% |
| 5Y | +77.3% | +44.4% | +32.9% | +42.4% |
| All | +151.4% | +87.6% | +63.8% | +84.1% |
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