+152.1%
EXE vs VO
+62.5%
+89.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | -0.2% | +2.0% | -2.2% | -1.7% |
| 3M | -9.2% | -0.3% | -9.0% | -9.2% |
| 6M | -7.2% | +7.3% | -14.5% | -12.3% |
| YTD | -18.3% | +15.0% | -33.3% | -27.2% |
| 1Y | -23.6% | +14.7% | -38.3% | -31.8% |
| 3Y | +21.9% | +67.3% | -45.4% | -20.2% |
| 5Y | +73.7% | +38.8% | +34.8% | +29.6% |
| All | +152.1% | +62.5% | +89.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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