+92.0%
EXEL vs VLTO
+18.3%
+73.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +9.8% | +13.8% | -4.1% | +6.5% |
| 30D | +23.6% | +21.2% | +2.4% | +18.5% |
| 3M | +29.9% | +21.5% | +8.4% | +24.4% |
| 6M | +64.7% | +33.0% | +31.7% | +54.0% |
| YTD | +66.0% | +17.8% | +48.2% | +61.0% |
| 1Y | +92.0% | +18.1% | +73.8% | +87.4% |
| All | +92.0% | +18.3% | +73.6% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling