+150.1%
EXE vs VMC
+92.4%
+57.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | -2.2% | +1.1% | -3.4% | -2.6% |
| 30D | -0.3% | +17.7% | -18.0% | -4.8% |
| 3M | -9.3% | +1.1% | -10.4% | -9.8% |
| 6M | -7.2% | +1.8% | -9.1% | -8.5% |
| YTD | -18.9% | +1.5% | -20.4% | -20.9% |
| 1Y | -21.7% | -1.1% | -20.5% | -22.9% |
| 3Y | +21.0% | +38.8% | -17.8% | +2.4% |
| 5Y | +76.0% | +49.6% | +26.4% | +39.9% |
| All | +150.1% | +92.4% | +57.8% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling