+237.6%
EXEL vs VIG
+67.2%
+170.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.5% |
| 30D | +18.2% | +4.9% | +13.3% | +14.0% |
| 3M | +37.7% | +2.9% | +34.8% | +34.8% |
| 6M | +42.2% | +11.2% | +31.0% | +31.3% |
| YTD | +61.3% | +16.0% | +45.3% | +44.4% |
| 1Y | +64.5% | +17.0% | +47.5% | +46.5% |
| All | +237.6% | +67.2% | +170.4% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling