+363.1%
EXEL vs VIG
+247.5%
+115.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.1% |
| 7D | -2.9% | -2.2% | -0.6% | -0.9% |
| 30D | +11.9% | -3.2% | +15.1% | +15.2% |
| 3M | +9.2% | +3.0% | +6.2% | +6.3% |
| 6M | +39.1% | +8.1% | +31.0% | +29.6% |
| YTD | +31.0% | +9.1% | +22.0% | +21.1% |
| 1Y | +52.3% | +12.6% | +39.8% | +36.9% |
| 3Y | +159.7% | +55.4% | +104.4% | +72.1% |
| 5Y | +187.7% | +62.8% | +124.9% | +80.1% |
| All | +363.1% | +247.5% | +115.6% | +23.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling