-85.2%
EXOD vs VT
+58.3%
-143.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.1% | -12.2% | -11.9% |
| 7D | -30.5% | -4.2% | -26.3% | -26.8% |
| 30D | -42.9% | -5.8% | -37.1% | -38.5% |
| 3M | -28.9% | -5.2% | -23.6% | -23.3% |
| 6M | -53.9% | +0.1% | -54.0% | -52.5% |
| YTD | -73.5% | +8.2% | -81.7% | -74.1% |
| 1Y | -83.1% | +10.1% | -93.3% | -83.6% |
| 3Y | -21.6% | +69.7% | -91.3% | -42.2% |
| 5Y | -76.2% | +53.4% | -129.6% | -82.0% |
| All | -85.2% | +58.3% | -143.5% | -89.4% |
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