+175.5%
EXE vs VSH
+48.0%
+127.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.2% | +3.1% | -5.3% | -2.6% |
| 30D | -0.8% | -5.7% | +4.9% | -0.3% |
| 3M | +10.0% | -42.5% | +52.5% | +16.6% |
| 6M | -6.3% | +82.7% | -89.0% | -20.0% |
| YTD | -10.7% | +118.2% | -128.9% | -26.8% |
| 1Y | +2.7% | +109.7% | -107.0% | -15.7% |
| 3Y | +19.1% | +35.3% | -16.2% | +7.0% |
| 5Y | +105.4% | +65.6% | +39.8% | +67.0% |
| All | +175.5% | +48.0% | +127.5% | +132.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling