-48.6%
VFC vs EXEL
+320.7%
-369.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.5% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +25.5% | +13.1% | +12.4% | +22.5% |
| 3M | +41.3% | +36.3% | +4.9% | +32.7% |
| 6M | +22.2% | +34.5% | -12.3% | +15.1% |
| YTD | +16.4% | +57.4% | -41.0% | +5.9% |
| 1Y | +38.4% | +62.9% | -24.5% | +25.1% |
| 3Y | +56.2% | +229.5% | -173.3% | +22.7% |
| 5Y | -68.2% | +281.2% | -349.4% | -75.8% |
| All | -48.6% | +320.7% | -369.4% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling