+64.1%
EXLS vs VT
+69.4%
-5.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +3.3% |
| 7D | +6.1% | -4.2% | +10.2% | +8.4% |
| 30D | +23.2% | -5.8% | +29.0% | +27.0% |
| 3M | +29.5% | -5.2% | +34.7% | +33.0% |
| 6M | +39.5% | +0.1% | +39.4% | +36.8% |
| YTD | +2.8% | +8.2% | -5.5% | -5.8% |
| 1Y | +10.5% | +10.1% | +0.4% | -0.4% |
| All | +64.1% | +69.4% | -5.3% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling