+370.4%
EXEL vs VIG
+249.2%
+121.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.6% |
| 7D | -0.3% | -1.2% | +0.8% | +0.7% |
| 30D | +10.1% | -2.8% | +13.0% | +13.0% |
| 3M | +10.1% | +2.5% | +7.6% | +7.7% |
| 6M | +37.7% | +8.1% | +29.6% | +28.3% |
| YTD | +33.1% | +9.6% | +23.5% | +22.5% |
| 1Y | +52.4% | +14.2% | +38.2% | +35.1% |
| 3Y | +163.8% | +56.1% | +107.7% | +74.0% |
| 5Y | +198.5% | +62.8% | +135.7% | +86.9% |
| All | +370.4% | +249.2% | +121.2% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling