+103.8%
VUG vs EXE
+187.5%
-83.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.5% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +2.8% | +9.5% | -6.7% | +1.2% |
| 6M | +13.6% | -9.3% | +23.0% | +15.0% |
| YTD | +8.1% | -10.9% | +19.0% | +9.5% |
| 1Y | +13.1% | +4.3% | +8.8% | +11.1% |
| 3Y | +87.0% | +18.8% | +68.2% | +78.6% |
| 5Y | +76.0% | +101.4% | -25.4% | +59.4% |
| All | +103.8% | +187.5% | -83.7% | +79.9% |
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