+178.5%
EXE vs VMC
+75.5%
+103.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -4.3% | +4.1% | +0.9% |
| 30D | +8.5% | -8.2% | +16.7% | +10.9% |
| 3M | +5.5% | -7.0% | +12.5% | +6.9% |
| 6M | -5.9% | -10.8% | +4.9% | -3.7% |
| YTD | -9.7% | -7.4% | -2.3% | -9.6% |
| 1Y | +3.6% | -9.5% | +13.1% | +4.3% |
| 3Y | +18.0% | +20.5% | -2.4% | +4.5% |
| 5Y | +109.4% | +51.6% | +57.9% | +64.7% |
| All | +178.5% | +75.5% | +103.0% | +108.1% |
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 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