+76.0%
VUG vs EXE
+100.7%
-24.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 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% | +1.1% |
| 6M | +13.6% | -9.3% | +23.0% | +15.1% |
| YTD | +8.1% | -10.9% | +19.0% | +9.6% |
| 1Y | +13.1% | +4.3% | +8.8% | +10.9% |
| 3Y | +87.0% | +18.8% | +68.2% | +77.9% |
| 5Y | +76.0% | +101.4% | -25.4% | +57.8% |
| All | +76.0% | +100.7% | -24.7% | +57.8% |
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 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