+175.5%
EXE vs VSH
+47.5%
+128.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | -2.2% | +2.8% | -5.0% | -2.5% |
| 30D | -0.8% | -6.0% | +5.2% | -0.2% |
| 3M | +10.0% | -42.6% | +52.7% | +16.6% |
| 6M | -6.3% | +82.1% | -88.4% | -19.9% |
| YTD | -10.7% | +117.5% | -128.2% | -26.8% |
| 1Y | +2.7% | +109.0% | -106.3% | -15.6% |
| 3Y | +19.1% | +34.9% | -15.7% | +7.1% |
| 5Y | +105.4% | +65.1% | +40.4% | +67.1% |
| All | +175.5% | +47.5% | +128.0% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling