+173.7%
VEA vs EXEL
+462.0%
-288.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.0% | +8.4% | -7.4% | -0.1% |
| 30D | +1.9% | +4.1% | -2.1% | +1.3% |
| 3M | +3.2% | +12.4% | -9.2% | +1.4% |
| 6M | +10.2% | +41.5% | -31.3% | +4.9% |
| YTD | +18.9% | +34.6% | -15.7% | +13.7% |
| 1Y | +29.3% | +57.9% | -28.5% | +20.7% |
| 3Y | +76.8% | +159.5% | -82.7% | +51.5% |
| 5Y | +61.2% | +198.5% | -137.3% | +33.9% |
| 10Y | +163.3% | +411.4% | -248.1% | +87.4% |
| All | +173.7% | +462.0% | -288.3% | +26.7% |
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