+645.1%
EXEL vs VO
+827.2%
-182.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | +8.4% | -0.3% | +8.6% | +8.7% |
| 30D | +4.1% | -0.3% | +4.4% | +4.4% |
| 3M | +12.4% | +2.9% | +9.5% | +8.3% |
| 6M | +41.5% | +9.3% | +32.2% | +26.4% |
| YTD | +34.6% | +14.2% | +20.4% | +13.9% |
| 1Y | +57.9% | +15.3% | +42.6% | +31.8% |
| 3Y | +159.5% | +56.2% | +103.3% | +44.3% |
| 5Y | +198.5% | +42.4% | +156.0% | +77.3% |
| 10Y | +411.4% | +194.7% | +216.6% | +6.4% |
| All | +645.1% | +827.2% | -182.1% | -71.8% |
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 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