+236.1%
EXEL vs VLTO
+72.9%
+163.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | +17.9% | +22.0% | -4.0% | +12.3% |
| 3M | +33.3% | +21.9% | +11.4% | +26.8% |
| 6M | +46.6% | +36.5% | +10.0% | +35.4% |
| YTD | +61.0% | +19.0% | +42.0% | +53.8% |
| 1Y | +70.4% | +21.0% | +49.5% | +62.0% |
| 3Y | +236.1% | +69.9% | +166.2% | +195.9% |
| All | +236.1% | +72.9% | +163.2% | +195.9% |
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