+106.6%
EXE vs VT
+66.2%
+40.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | +8.5% | +1.0% | +7.5% | +7.6% |
| 3M | +5.5% | +2.4% | +3.1% | +3.4% |
| 6M | -5.9% | +12.0% | -17.9% | -14.2% |
| YTD | -9.7% | +15.3% | -25.1% | -19.9% |
| 1Y | +3.6% | +22.6% | -19.0% | -12.6% |
| 3Y | +18.0% | +74.7% | -56.6% | -27.2% |
| All | +106.6% | +66.2% | +40.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling