-45.5%
VRT vs EXE
-10.4%
-35.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.8% |
| 7D | -10.6% | -3.9% | -6.7% | -11.5% |
| 30D | -17.4% | -2.6% | -14.9% | -18.4% |
| 3M | -26.4% | -6.9% | -19.5% | -27.9% |
| All | -45.5% | -10.4% | -35.1% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling