+791.2%
EXEL vs VO
+822.0%
-30.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.1% |
| 30D | +17.9% | +0.5% | +17.4% | +17.2% |
| 3M | +33.3% | -1.1% | +34.4% | +34.7% |
| 6M | +46.6% | +6.4% | +40.2% | +35.4% |
| YTD | +61.0% | +13.5% | +47.5% | +37.0% |
| 1Y | +70.4% | +13.6% | +56.9% | +44.9% |
| 3Y | +236.1% | +65.2% | +170.9% | +74.6% |
| 5Y | +284.8% | +37.7% | +247.1% | +139.1% |
| 10Y | +348.4% | +198.4% | +150.0% | -8.6% |
| All | +791.2% | +822.0% | -30.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling