+567.3%
EXEL vs VIG
+655.8%
-88.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +3.5% | -4.3% | -5.2% |
| 30D | +13.1% | +4.9% | +8.2% | +6.1% |
| 3M | +36.3% | +2.5% | +33.8% | +31.7% |
| 6M | +34.5% | +11.0% | +23.5% | +16.8% |
| YTD | +57.4% | +16.0% | +41.5% | +28.8% |
| 1Y | +62.9% | +17.5% | +45.4% | +30.8% |
| 3Y | +229.5% | +67.0% | +162.5% | +60.9% |
| 5Y | +281.2% | +64.8% | +216.4% | +83.8% |
| 10Y | +320.7% | +263.6% | +57.1% | -44.0% |
| All | +567.3% | +655.8% | -88.5% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling