+611.0%
VRT vs EXE
+20.7%
+590.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.8% |
| 7D | +9.1% | -0.3% | +9.4% | +9.2% |
| 30D | +0.9% | +8.5% | -7.5% | -2.6% |
| 3M | -13.4% | +5.5% | -18.8% | -15.7% |
| 6M | +11.7% | -5.9% | +17.6% | +13.9% |
| YTD | +73.2% | -9.7% | +83.0% | +78.8% |
| 1Y | +123.4% | +3.6% | +119.8% | +108.2% |
| All | +611.0% | +20.7% | +590.3% | +541.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling