+40.1%
VG vs EXE
-22.4%
+62.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.1% |
| 7D | -8.3% | -3.9% | -4.4% | -5.2% |
| 30D | -10.3% | -2.6% | -7.8% | -8.4% |
| 3M | -10.8% | -6.9% | -3.9% | -5.8% |
| 6M | +3.5% | -9.3% | +12.8% | +11.8% |
| YTD | +74.0% | -20.7% | +94.7% | +104.8% |
| All | +40.1% | -22.4% | +62.5% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling