+647.0%
VRT vs EXE
+64.7%
+582.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.1% |
| 7D | -10.6% | -3.9% | -6.7% | -9.2% |
| 30D | -17.4% | -2.6% | -14.9% | -16.8% |
| 3M | -26.4% | -6.9% | -19.5% | -24.9% |
| 6M | -41.0% | -9.3% | -31.7% | -39.6% |
| YTD | +23.8% | -20.7% | +44.6% | +31.6% |
| 1Y | +11.6% | -21.8% | +33.4% | +19.0% |
| 3Y | +403.5% | +16.2% | +387.3% | +376.6% |
| 5Y | +647.0% | +61.1% | +585.9% | +646.9% |
| All | +647.0% | +64.7% | +582.3% | +646.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling