+140.6%
EXE vs VT
+72.7%
+67.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.6% | -2.3% | -4.3% | -5.1% |
| 30D | -4.0% | -5.0% | +1.0% | -0.7% |
| 3M | -7.5% | -4.9% | -2.6% | -4.5% |
| 6M | -11.7% | -1.5% | -10.1% | -11.5% |
| YTD | -22.0% | +8.5% | -30.5% | -28.0% |
| 1Y | -21.8% | +11.4% | -33.2% | -29.4% |
| 3Y | +8.0% | +70.1% | -62.1% | -32.9% |
| 5Y | +62.3% | +53.7% | +8.6% | +8.4% |
| All | +140.6% | +72.7% | +67.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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