+13.8%
VRT vs EXE
-18.4%
+32.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -13.1% |
| 7D | -15.4% | -4.7% | -10.7% | -15.8% |
| 30D | -19.0% | +1.0% | -20.0% | -19.1% |
| 3M | -23.8% | -5.6% | -18.2% | -24.3% |
| 6M | -37.9% | -12.3% | -25.6% | -38.0% |
| YTD | +27.0% | -19.5% | +46.5% | +27.5% |
| 1Y | +13.8% | -18.9% | +32.7% | +15.9% |
| All | +13.8% | -18.4% | +32.2% | +15.9% |
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