+102.6%
EXK vs VT
+224.5%
-121.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | +24.1% | +1.0% | +23.1% | +22.9% |
| 3M | +20.1% | +2.4% | +17.7% | +18.3% |
| 6M | -10.5% | +12.0% | -22.5% | -20.4% |
| YTD | +18.3% | +15.3% | +3.0% | +2.7% |
| 1Y | +81.1% | +22.6% | +58.5% | +47.4% |
| 3Y | +301.4% | +74.7% | +226.8% | +125.9% |
| 5Y | +122.4% | +66.1% | +56.3% | +32.0% |
| All | +102.6% | +224.5% | -121.9% | -53.2% |
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