+153.4%
EXE vs VT
+76.8%
+76.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +5.3% | +2.4% | +3.0% | +3.6% |
| 30D | -2.2% | -1.5% | -0.7% | -1.3% |
| 3M | -5.9% | -4.1% | -1.8% | -3.3% |
| 6M | -5.7% | +0.6% | -6.3% | -6.8% |
| YTD | -17.8% | +11.0% | -28.9% | -25.4% |
| 1Y | -23.1% | +13.3% | -36.5% | -31.4% |
| 3Y | +21.2% | +73.4% | -52.2% | -25.7% |
| 5Y | +78.8% | +57.4% | +21.4% | +17.4% |
| All | +153.4% | +76.8% | +76.7% | +52.8% |
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