+1,024.4%
VRT vs EXE
+106.6%
+917.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +13.6% | -1.8% | +15.4% | +14.2% |
| 30D | +6.8% | +6.4% | +0.4% | +4.6% |
| 3M | -3.2% | +9.2% | -12.5% | -6.3% |
| 6M | +20.3% | -7.0% | +27.3% | +22.2% |
| YTD | +79.6% | -9.5% | +89.1% | +83.0% |
| 1Y | +139.0% | +6.2% | +132.8% | +128.4% |
| 3Y | +644.6% | +20.7% | +623.9% | +597.7% |
| 5Y | +1,024.4% | +103.6% | +920.7% | +963.7% |
| All | +1,024.4% | +106.6% | +917.7% | +963.7% |
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