+1,030.5%
EXEL vs VT
+374.2%
+656.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +8.4% | +0.4% | +7.9% | +7.8% |
| 30D | +4.1% | +1.0% | +3.1% | +2.9% |
| 3M | +12.4% | +2.4% | +10.0% | +9.0% |
| 6M | +41.5% | +12.0% | +29.5% | +23.7% |
| YTD | +34.6% | +15.3% | +19.3% | +13.7% |
| 1Y | +57.9% | +22.6% | +35.3% | +24.3% |
| 3Y | +159.5% | +74.7% | +84.8% | +32.5% |
| 5Y | +198.5% | +66.1% | +132.3% | +57.6% |
| 10Y | +411.4% | +225.0% | +186.3% | +15.2% |
| All | +1,030.5% | +374.2% | +656.3% | +64.0% |
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