-23.1%
EXE vs VSH
+92.4%
-115.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +0.8% |
| 7D | +5.3% | +14.3% | -9.0% | +5.5% |
| 30D | -2.2% | -7.9% | +5.7% | -2.4% |
| 3M | -5.9% | -19.9% | +14.0% | -6.4% |
| 6M | -5.7% | -30.5% | +24.8% | -6.8% |
| YTD | -17.8% | +85.7% | -103.5% | -23.0% |
| 1Y | -23.1% | +98.9% | -122.1% | -29.5% |
| All | -23.1% | +92.4% | -115.6% | -29.5% |
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