-2.7%
EXK vs VT
+11.9%
-14.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.3% |
| 7D | -2.3% | +2.4% | -4.6% | -8.9% |
| 30D | -2.2% | -1.5% | -0.7% | +2.9% |
| 3M | -25.7% | -4.1% | -21.6% | -14.0% |
| 6M | -32.1% | +0.6% | -32.6% | -30.4% |
| YTD | -18.5% | +11.0% | -29.5% | -34.9% |
| 1Y | -2.7% | +13.3% | -16.0% | -27.6% |
| All | -2.7% | +11.9% | -14.6% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling