+1,139.5%
VRT vs EXE
+187.5%
+952.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -9.1% |
| 7D | +2.4% | -2.7% | +5.1% | +3.3% |
| 30D | -2.7% | -0.4% | -2.3% | -2.6% |
| 3M | -9.2% | +9.5% | -18.7% | -12.0% |
| 6M | -0.5% | -9.3% | +8.8% | +1.8% |
| YTD | +62.3% | -10.9% | +73.2% | +66.1% |
| 1Y | +109.6% | +4.3% | +105.3% | +102.0% |
| 3Y | +573.1% | +18.8% | +554.3% | +535.7% |
| 5Y | +953.6% | +101.4% | +852.2% | +853.0% |
| All | +1,139.5% | +187.5% | +952.0% | +903.6% |
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