+233.8%
EXEL vs VLTO
+69.5%
+164.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.3% | +5.4% | -5.1% | -1.1% |
| 30D | +19.0% | +22.3% | -3.3% | +13.3% |
| 3M | +33.3% | +19.6% | +13.7% | +27.4% |
| 6M | +42.9% | +35.2% | +7.7% | +32.1% |
| YTD | +58.7% | +17.9% | +40.9% | +51.9% |
| 1Y | +70.5% | +19.5% | +51.0% | +62.6% |
| 3Y | +233.8% | +73.9% | +159.9% | +188.8% |
| All | +233.8% | +69.5% | +164.4% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling