+160.8%
EXEL vs VIG
+57.1%
+103.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | +6.7% | -2.1% | +8.7% | +8.3% |
| 3M | +11.5% | +3.3% | +8.1% | +8.9% |
| 6M | +38.8% | +9.3% | +29.5% | +30.2% |
| YTD | +31.6% | +10.1% | +21.4% | +22.8% |
| 1Y | +53.0% | +14.7% | +38.3% | +39.0% |
| 3Y | +160.8% | +56.9% | +103.9% | +101.3% |
| All | +160.8% | +57.1% | +103.7% | +101.3% |
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