+331.1%
EXEL vs VT
+224.4%
+106.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.2% |
| 30D | +18.2% | -1.7% | +19.9% | +19.9% |
| 3M | +37.7% | -2.3% | +40.0% | +40.3% |
| 6M | +42.2% | +1.5% | +40.7% | +39.7% |
| YTD | +61.3% | +12.0% | +49.3% | +45.3% |
| 1Y | +64.5% | +12.9% | +51.6% | +47.3% |
| 3Y | +236.7% | +74.9% | +161.7% | +100.7% |
| 5Y | +296.3% | +59.9% | +236.4% | +155.0% |
| 10Y | +331.1% | +224.6% | +106.5% | +49.9% |
| All | +331.1% | +224.4% | +106.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling