+316.5%
EXK vs VT
+75.0%
+241.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | +3.3% | +0.4% | +2.9% | +2.5% |
| 30D | +24.1% | +1.0% | +23.1% | +22.0% |
| 3M | +20.1% | +2.4% | +17.7% | +16.4% |
| 6M | -10.5% | +12.0% | -22.5% | -27.0% |
| YTD | +18.3% | +15.3% | +3.0% | -7.3% |
| 1Y | +81.1% | +22.6% | +58.5% | +27.9% |
| All | +316.5% | +75.0% | +241.5% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling