+190.1%
EXEL vs VO
+43.2%
+146.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | +1.4% | +0.6% | +0.7% | +1.0% |
| 30D | +6.7% | -1.1% | +7.7% | +7.3% |
| 3M | +11.5% | +4.5% | +6.9% | +8.4% |
| 6M | +38.8% | +11.1% | +27.7% | +29.9% |
| YTD | +31.6% | +13.5% | +18.0% | +21.4% |
| 1Y | +53.0% | +14.5% | +38.5% | +40.5% |
| 3Y | +160.8% | +58.1% | +102.7% | +95.0% |
| 5Y | +190.1% | +43.3% | +146.8% | +127.1% |
| All | +190.1% | +43.2% | +146.9% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling