+778.4%
EXEL vs VO
+797.8%
-19.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -2.6% | +2.8% | +3.5% |
| 30D | +19.0% | -0.9% | +20.0% | +20.4% |
| 3M | +33.3% | -3.0% | +36.3% | +37.9% |
| 6M | +42.9% | +2.2% | +40.7% | +38.6% |
| YTD | +58.7% | +10.6% | +48.2% | +39.4% |
| 1Y | +70.5% | +12.5% | +58.0% | +46.6% |
| 3Y | +233.8% | +61.4% | +172.4% | +78.3% |
| 5Y | +259.3% | +33.4% | +225.9% | +132.0% |
| 10Y | +484.1% | +201.5% | +282.6% | +16.8% |
| All | +778.4% | +797.8% | -19.4% | -65.4% |
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