+66.6%
VT vs EXE
+109.5%
-42.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.0% | +8.5% | -7.5% | -0.3% |
| 3M | +2.4% | +5.5% | -3.1% | +1.4% |
| 6M | +12.0% | -5.9% | +17.9% | +12.7% |
| YTD | +15.3% | -9.7% | +25.1% | +16.6% |
| 1Y | +22.6% | +3.6% | +19.0% | +20.6% |
| 3Y | +74.7% | +18.0% | +56.6% | +66.3% |
| All | +66.6% | +109.5% | -42.9% | +46.4% |
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