+20.7%
EXE vs VSH
+32.2%
-11.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.8% | +6.2% | -8.0% | -2.1% |
| 30D | +6.4% | -11.1% | +17.5% | +7.0% |
| 3M | +9.2% | -44.9% | +54.2% | +12.6% |
| 6M | -7.0% | +90.0% | -96.9% | -15.5% |
| YTD | -9.5% | +118.8% | -128.3% | -19.5% |
| 1Y | +6.2% | +109.0% | -102.8% | -5.3% |
| 3Y | +20.7% | +35.6% | -14.9% | +14.9% |
| All | +20.7% | +32.2% | -11.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling