+174.8%
EXE vs VO
+59.2%
+115.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.3% |
| 30D | -0.4% | -1.9% | +1.6% | +1.0% |
| 3M | +9.5% | +3.3% | +6.2% | +6.7% |
| 6M | -9.3% | +9.7% | -19.0% | -15.9% |
| YTD | -10.9% | +12.6% | -23.5% | -19.3% |
| 1Y | +4.3% | +13.6% | -9.4% | -6.2% |
| 3Y | +18.8% | +56.8% | -38.0% | -18.1% |
| 5Y | +101.4% | +42.3% | +59.1% | +47.6% |
| All | +174.8% | +59.2% | +115.7% | +89.1% |
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