+75.3%
VEA vs EXE
+182.2%
-106.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -1.5% | -3.1% | +1.7% | -1.0% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | +2.5% | +9.6% | -7.1% | +1.0% |
| 6M | +11.1% | -11.6% | +22.7% | +12.9% |
| YTD | +17.2% | -12.6% | +29.7% | +18.9% |
| 1Y | +24.5% | +1.2% | +23.3% | +22.9% |
| 3Y | +75.4% | +18.0% | +57.4% | +67.3% |
| 5Y | +61.1% | +101.1% | -40.0% | +41.7% |
| All | +75.3% | +182.2% | -106.9% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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