+55.6%
VFC vs EXEL
+92.4%
-36.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +21.5% | +9.8% | +11.7% | +17.9% |
| 30D | +46.7% | +23.6% | +23.1% | +37.1% |
| 3M | +38.4% | +29.9% | +8.5% | +27.0% |
| 6M | +15.2% | +64.7% | -49.5% | -2.0% |
| YTD | +17.8% | +66.0% | -48.2% | -1.3% |
| 1Y | +55.6% | +92.0% | -36.4% | +18.8% |
| All | +55.6% | +92.4% | -36.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling