+158.3%
VEA vs EXEL
+557.1%
-398.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +0.2% | +13.1% | -12.9% | -1.5% |
| 3M | -5.3% | +36.3% | -41.7% | -9.3% |
| 6M | -0.9% | +34.5% | -35.5% | -5.0% |
| YTD | +12.2% | +57.4% | -45.2% | +5.1% |
| 1Y | +16.1% | +62.9% | -46.8% | +8.1% |
| 3Y | +73.0% | +229.5% | -156.5% | +43.8% |
| 5Y | +53.7% | +281.2% | -227.5% | +23.7% |
| 10Y | +159.3% | +320.7% | -161.4% | +91.6% |
| All | +158.3% | +557.1% | -398.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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