+649.4%
EXEL vs VEU
+174.3%
+475.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.4% |
| 7D | +1.6% | +2.4% | -0.7% | -0.6% |
| 30D | +17.4% | -2.0% | +19.4% | +19.6% |
| 3M | +38.6% | -5.1% | +43.8% | +45.6% |
| 6M | +41.2% | -0.7% | +41.9% | +40.8% |
| YTD | +59.3% | +11.0% | +48.3% | +41.5% |
| 1Y | +60.2% | +12.4% | +47.8% | +40.6% |
| 3Y | +232.6% | +69.8% | +162.8% | +89.1% |
| 5Y | +285.9% | +48.2% | +237.7% | +145.9% |
| 10Y | +325.9% | +148.1% | +177.7% | +54.9% |
| All | +649.4% | +174.3% | +475.0% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling