+2.7%
EXE vs VMC
-13.8%
+16.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -2.2% | -3.7% | +1.5% | -2.7% |
| 30D | -0.8% | -12.8% | +12.0% | -2.5% |
| 3M | +10.0% | -7.9% | +18.0% | +9.1% |
| 6M | -6.3% | -7.5% | +1.2% | -6.6% |
| YTD | -10.7% | -11.6% | +1.0% | -11.5% |
| 1Y | +2.7% | -14.3% | +16.9% | +3.3% |
| All | +2.7% | -13.8% | +16.5% | +3.3% |
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