-50.2%
VG vs EXE
-14.9%
-35.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +0.8% |
| 7D | -8.3% | -3.9% | -4.4% | -4.7% |
| 30D | -10.3% | -2.6% | -7.8% | -8.0% |
| 3M | -10.8% | -6.9% | -3.9% | -4.9% |
| 6M | +3.5% | -9.3% | +12.8% | +13.6% |
| YTD | +74.0% | -20.7% | +94.7% | +114.1% |
| 1Y | +48.9% | -21.8% | +70.7% | +84.7% |
| All | -50.2% | -14.9% | -35.3% | -47.5% |
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