-84.6%
EXOD vs VT
+58.7%
-143.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.6% |
| 7D | -21.0% | -2.3% | -18.7% | -18.5% |
| 30D | -37.4% | -5.0% | -32.4% | -33.3% |
| 3M | -23.6% | -4.9% | -18.8% | -18.0% |
| 6M | -50.2% | -1.5% | -48.7% | -48.0% |
| YTD | -72.5% | +8.5% | -81.0% | -73.1% |
| 1Y | -81.0% | +11.4% | -92.4% | -81.8% |
| 3Y | -3.1% | +70.1% | -73.2% | -28.8% |
| 5Y | -75.3% | +53.7% | -129.1% | -81.4% |
| All | -84.6% | +58.7% | -143.3% | -89.0% |
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 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