+281.8%
EXEL vs VT
+57.0%
+224.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -2.2% |
| 30D | +13.1% | -1.5% | +14.6% | +14.2% |
| 3M | +36.3% | -4.1% | +40.5% | +39.9% |
| 6M | +34.5% | +0.6% | +34.0% | +33.6% |
| YTD | +57.4% | +11.0% | +46.4% | +46.8% |
| 1Y | +62.9% | +13.3% | +49.6% | +49.9% |
| 3Y | +229.5% | +73.4% | +156.1% | +128.5% |
| All | +281.8% | +57.0% | +224.8% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling