+229.7%
EXEL vs VLTO
+56.1%
+173.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +2.3% | +2.0% | +0.3% | +1.8% |
| 30D | +19.8% | +21.8% | -2.0% | +14.8% |
| 3M | +32.7% | +20.2% | +12.5% | +27.4% |
| 6M | +49.0% | +36.3% | +12.6% | +39.0% |
| YTD | +63.7% | +18.8% | +44.8% | +57.1% |
| 1Y | +75.8% | +20.4% | +55.4% | +68.3% |
| 3Y | +241.3% | +71.9% | +169.4% | +219.5% |
| All | +229.7% | +56.1% | +173.6% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling