+393.6%
EXLS vs VT
+231.8%
+161.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +0.7% |
| 7D | +5.9% | -0.3% | +6.2% | +6.2% |
| 30D | +20.1% | -1.4% | +21.5% | +21.6% |
| 3M | +25.4% | -1.4% | +26.8% | +26.7% |
| 6M | +35.9% | +5.5% | +30.5% | +26.4% |
| YTD | +1.6% | +12.8% | -11.2% | -12.4% |
| 1Y | +9.0% | +15.4% | -6.4% | -8.4% |
| 3Y | +61.7% | +76.9% | -15.1% | -15.0% |
| 5Y | +60.0% | +60.4% | -0.4% | -6.2% |
| 10Y | +393.6% | +232.8% | +160.8% | +47.3% |
| All | +393.6% | +231.8% | +161.8% | +47.3% |
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