+104.7%
EXE vs VMC
+53.2%
+51.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +6.4% | -9.1% | +15.5% | +9.0% |
| 3M | +9.2% | -4.1% | +13.4% | +9.7% |
| 6M | -7.0% | -5.5% | -1.5% | -6.6% |
| YTD | -9.5% | -8.9% | -0.5% | -9.0% |
| 1Y | +6.2% | -12.9% | +19.2% | +8.3% |
| 3Y | +20.7% | +22.1% | -1.4% | +5.7% |
| All | +104.7% | +53.2% | +51.4% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling