+386.9%
EXEL vs VO
+193.0%
+193.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.8% |
| 7D | -0.3% | -0.6% | +0.2% | +0.1% |
| 30D | +10.1% | -1.9% | +12.1% | +11.8% |
| 3M | +10.1% | +3.3% | +6.8% | +7.1% |
| 6M | +37.7% | +9.7% | +28.0% | +27.4% |
| YTD | +33.1% | +12.6% | +20.5% | +20.4% |
| 1Y | +52.4% | +13.6% | +38.7% | +36.8% |
| 3Y | +163.8% | +56.8% | +107.0% | +78.3% |
| 5Y | +198.5% | +42.3% | +156.2% | +115.9% |
| 10Y | +386.9% | +199.2% | +187.7% | +49.9% |
| All | +386.9% | +193.0% | +193.9% | +49.9% |
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