+198.5%
EXEL vs VIG
+62.2%
+136.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.5% |
| 7D | -0.3% | -1.2% | +0.8% | +0.5% |
| 30D | +10.1% | -2.8% | +13.0% | +12.5% |
| 3M | +10.1% | +2.5% | +7.6% | +8.1% |
| 6M | +37.7% | +8.1% | +29.6% | +29.9% |
| YTD | +33.1% | +9.6% | +23.5% | +24.3% |
| 1Y | +52.4% | +14.2% | +38.2% | +38.2% |
| 3Y | +163.8% | +56.1% | +107.7% | +89.6% |
| 5Y | +198.5% | +62.8% | +135.7% | +102.4% |
| All | +198.5% | +62.2% | +136.3% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling