-6.7%
EXOD vs VT
+69.4%
-76.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.1% | -12.2% | -10.5% |
| 7D | -30.5% | -4.2% | -26.3% | -25.6% |
| 30D | -42.9% | -5.8% | -37.1% | -37.2% |
| 3M | -28.9% | -5.2% | -23.6% | -21.7% |
| 6M | -53.9% | +0.1% | -54.0% | -52.0% |
| YTD | -73.5% | +8.2% | -81.7% | -74.0% |
| 1Y | -83.1% | +10.1% | -93.3% | -83.5% |
| All | -6.7% | +69.4% | -76.0% | +77.0% |
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 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