+57.9%
EXEL vs VIG
+16.9%
+41.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +8.4% | -0.4% | +8.8% | +8.8% |
| 30D | +4.1% | -1.0% | +5.0% | +5.0% |
| 3M | +12.4% | +2.8% | +9.7% | +9.7% |
| 6M | +41.5% | +8.2% | +33.3% | +31.8% |
| YTD | +34.6% | +11.0% | +23.6% | +22.2% |
| 1Y | +57.9% | +16.1% | +41.7% | +39.2% |
| All | +57.9% | +16.9% | +41.0% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling