-83.7%
EXOD vs VT
+63.9%
-147.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +4.9% |
| 7D | -7.5% | -0.7% | -6.8% | -6.0% |
| 30D | -28.5% | -1.7% | -26.8% | -26.3% |
| 3M | -13.2% | -2.3% | -10.9% | -9.4% |
| 6M | -43.8% | +1.5% | -45.4% | -43.1% |
| YTD | -70.7% | +12.0% | -82.8% | -72.3% |
| 1Y | -79.7% | +12.9% | -92.5% | -80.8% |
| 3Y | +44.3% | +74.9% | -30.6% | +2.6% |
| 5Y | -75.9% | +59.9% | -135.9% | -82.6% |
| All | -83.7% | +63.9% | -147.5% | -88.7% |
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