+1,293.7%
EXEL vs VT
+363.9%
+929.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -1.3% |
| 7D | +9.8% | -0.3% | +10.1% | +10.0% |
| 30D | +23.6% | -1.4% | +25.1% | +25.4% |
| 3M | +29.9% | -1.4% | +31.3% | +31.5% |
| 6M | +64.7% | +5.5% | +59.2% | +54.2% |
| YTD | +66.0% | +12.8% | +53.2% | +43.3% |
| 1Y | +92.0% | +15.4% | +76.5% | +61.5% |
| 3Y | +246.4% | +76.9% | +169.6% | +74.1% |
| 5Y | +284.3% | +60.4% | +223.9% | +110.9% |
| 10Y | +510.8% | +232.8% | +278.1% | +32.9% |
| All | +1,293.7% | +363.9% | +929.8% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling