+79.4%
VT vs EXE
+163.8%
-84.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | -2.3% | -9.2% | +6.9% | -1.0% |
| 6M | +1.5% | -7.2% | +8.8% | +2.3% |
| YTD | +12.0% | -18.3% | +30.3% | +14.8% |
| 1Y | +12.9% | -23.6% | +36.5% | +16.9% |
| 3Y | +74.9% | +21.9% | +53.0% | +65.6% |
| 5Y | +59.9% | +73.7% | -13.7% | +43.7% |
| All | +79.4% | +163.8% | -84.4% | +51.8% |
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