+348.4%
EXEL vs VO
+197.4%
+151.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | +17.9% | +0.5% | +17.4% | +17.5% |
| 3M | +33.3% | -1.1% | +34.4% | +34.3% |
| 6M | +46.6% | +6.4% | +40.2% | +39.1% |
| YTD | +61.0% | +13.5% | +47.5% | +44.8% |
| 1Y | +70.4% | +13.6% | +56.9% | +53.2% |
| 3Y | +236.1% | +65.2% | +170.9% | +118.4% |
| 5Y | +284.8% | +37.7% | +247.1% | +188.6% |
| 10Y | +348.4% | +198.4% | +150.0% | +59.4% |
| All | +348.4% | +197.4% | +151.0% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling