+254.9%
EXEL vs VT
+53.2%
+201.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.0% |
| 7D | +3.8% | -4.2% | +8.0% | +6.6% |
| 30D | +17.8% | -5.8% | +23.6% | +22.2% |
| 3M | +21.2% | -5.2% | +26.4% | +25.3% |
| 6M | +54.7% | +0.1% | +54.6% | +54.2% |
| YTD | +56.8% | +8.2% | +48.5% | +48.5% |
| 1Y | +70.2% | +10.1% | +60.1% | +59.5% |
| 3Y | +227.2% | +69.7% | +157.5% | +129.9% |
| 5Y | +254.9% | +53.4% | +201.5% | +169.7% |
| All | +254.9% | +53.2% | +201.7% | +169.7% |
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