+105.8%
VTV vs EXE
+182.2%
-76.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -1.0% | -0.9% | -0.1% | -0.9% |
| 3M | +4.6% | +9.6% | -4.9% | +3.0% |
| 6M | +13.5% | -11.6% | +25.1% | +15.4% |
| YTD | +18.5% | -12.6% | +31.1% | +20.4% |
| 1Y | +22.9% | +1.2% | +21.7% | +21.4% |
| 3Y | +67.8% | +18.0% | +49.8% | +59.8% |
| 5Y | +81.8% | +101.1% | -19.3% | +57.6% |
| All | +105.8% | +182.2% | -76.5% | +69.6% |
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