+75.9%
EXK vs VT
+223.7%
-147.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +2.9% |
| 7D | +15.4% | +0.4% | +15.0% | +15.0% |
| 30D | -3.6% | -2.6% | -1.0% | +0.4% |
| 3M | -12.6% | -3.2% | -9.3% | -7.7% |
| 6M | -16.8% | +0.9% | -17.8% | -15.4% |
| YTD | -11.3% | +11.3% | -22.6% | -18.4% |
| 1Y | +15.8% | +14.0% | +1.8% | +4.2% |
| 3Y | +329.9% | +75.8% | +254.1% | +147.1% |
| 5Y | +60.7% | +57.8% | +2.9% | +3.1% |
| 10Y | +75.9% | +219.8% | -143.9% | -63.3% |
| All | +75.9% | +223.7% | -147.7% | -63.3% |
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