+382.3%
EXLS vs VT
+226.2%
+156.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +2.9% | -1.6% | +4.5% | +4.5% |
| 30D | +17.8% | -2.5% | +20.3% | +20.6% |
| 3M | +23.0% | -1.3% | +24.3% | +24.2% |
| 6M | +32.7% | +3.1% | +29.6% | +26.3% |
| YTD | -0.7% | +10.9% | -11.7% | -13.0% |
| 1Y | +7.6% | +12.1% | -4.5% | -6.9% |
| 3Y | +58.0% | +73.9% | -15.9% | -15.6% |
| 5Y | +61.5% | +58.0% | +3.5% | -3.9% |
| All | +382.3% | +226.2% | +156.0% | +46.3% |
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