+233.8%
EXEL vs VO
+60.2%
+173.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.3% | -2.6% | +2.8% | +1.9% |
| 30D | +19.0% | -0.9% | +20.0% | +19.8% |
| 3M | +33.3% | -3.0% | +36.3% | +35.7% |
| 6M | +42.9% | +2.2% | +40.7% | +40.8% |
| YTD | +58.7% | +10.6% | +48.2% | +49.0% |
| 1Y | +70.5% | +12.5% | +58.0% | +58.5% |
| 3Y | +233.8% | +61.4% | +172.4% | +148.8% |
| All | +233.8% | +60.2% | +173.6% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling