+221.0%
EXEL vs VLTO
+55.4%
+165.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +17.4% | +18.7% | -1.3% | +13.1% |
| 3M | +38.6% | +21.7% | +16.9% | +32.8% |
| 6M | +41.2% | +35.8% | +5.4% | +31.9% |
| YTD | +59.3% | +18.3% | +41.1% | +53.2% |
| 1Y | +60.2% | +20.9% | +39.3% | +53.3% |
| 3Y | +232.6% | +68.8% | +163.7% | +211.4% |
| All | +221.0% | +55.4% | +165.6% | +201.2% |
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