+92.0%
EXEL vs VO
+16.3%
+75.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.1% |
| 7D | +9.8% | +1.0% | +8.8% | +9.0% |
| 30D | +23.6% | +2.6% | +21.0% | +21.5% |
| 3M | +29.9% | -0.3% | +30.2% | +30.1% |
| 6M | +64.7% | +7.6% | +57.1% | +56.0% |
| YTD | +66.0% | +14.7% | +51.2% | +48.4% |
| 1Y | +92.0% | +16.4% | +75.5% | +69.6% |
| All | +92.0% | +16.3% | +75.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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