-47.5%
VFC vs EXEL
+363.4%
-411.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +3.5% | -2.4% | +5.9% | +4.0% |
| 30D | +38.3% | +17.9% | +20.4% | +33.9% |
| 3M | +40.2% | +33.3% | +6.9% | +32.3% |
| 6M | +10.6% | +46.6% | -35.9% | +2.4% |
| YTD | +16.7% | +61.0% | -44.3% | +5.8% |
| 1Y | +45.0% | +70.4% | -25.5% | +29.9% |
| 3Y | +48.8% | +236.1% | -187.3% | +16.3% |
| 5Y | -67.6% | +284.8% | -352.4% | -75.5% |
| 10Y | -47.5% | +348.4% | -396.0% | -60.3% |
| All | -47.5% | +363.4% | -411.0% | -60.3% |
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