-18.9%
EXE vs VSH
+62.1%
-80.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -3.0% |
| 7D | -4.7% | -13.6% | +9.0% | -5.0% |
| 30D | +1.0% | -30.4% | +31.4% | 0.0% |
| 3M | -5.6% | -33.3% | +27.7% | -6.5% |
| 6M | -12.3% | -15.1% | +2.8% | -13.3% |
| YTD | -19.5% | +80.2% | -99.7% | -22.1% |
| 1Y | -18.9% | +63.4% | -82.2% | -20.3% |
| All | -18.9% | +62.1% | -80.9% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling