+101.4%
EXE vs VSH
+67.3%
+34.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | +3.5% | -6.2% | -3.1% |
| 30D | -0.4% | -4.4% | +4.0% | 0.0% |
| 3M | +9.5% | -45.8% | +55.3% | +16.7% |
| 6M | -9.3% | +90.1% | -99.5% | -22.7% |
| YTD | -10.9% | +120.3% | -131.2% | -26.7% |
| 1Y | +4.3% | +112.2% | -107.9% | -14.0% |
| 3Y | +18.8% | +36.6% | -17.8% | +7.7% |
| 5Y | +101.4% | +67.0% | +34.4% | +64.9% |
| All | +101.4% | +67.3% | +34.1% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling