+154.7%
EXK vs VT
+345.0%
-190.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +1.4% |
| 7D | -2.2% | -4.2% | +2.0% | +2.7% |
| 30D | -12.5% | -5.8% | -6.7% | -6.1% |
| 3M | -15.3% | -5.2% | -10.0% | -9.3% |
| 6M | -11.6% | +0.1% | -11.8% | -9.5% |
| YTD | -19.3% | +8.2% | -27.5% | -22.5% |
| 1Y | +4.5% | +10.1% | -5.6% | -0.9% |
| 3Y | +235.8% | +69.7% | +166.2% | +112.5% |
| 5Y | +45.7% | +53.4% | -7.7% | +3.3% |
| 10Y | +56.5% | +219.2% | -162.7% | -45.0% |
| All | +154.7% | +345.0% | -190.3% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling