+311.7%
EXEL vs VO
+197.6%
+114.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | +3.1% | -3.9% | -3.2% |
| 30D | +13.1% | +2.2% | +10.9% | +11.2% |
| 3M | +36.3% | -2.5% | +38.8% | +39.0% |
| 6M | +34.5% | +7.0% | +27.6% | +27.2% |
| YTD | +57.4% | +14.0% | +43.4% | +41.1% |
| 1Y | +62.9% | +15.6% | +47.3% | +44.3% |
| 3Y | +229.5% | +66.2% | +163.3% | +113.1% |
| 5Y | +281.2% | +36.6% | +244.6% | +188.3% |
| All | +311.7% | +197.6% | +114.1% | +45.1% |
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