+47.3%
VFC vs EXEL
+244.2%
-196.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.6% |
| 7D | +7.7% | +2.3% | +5.4% | +6.9% |
| 30D | +39.2% | +19.8% | +19.4% | +31.3% |
| 3M | +40.3% | +32.7% | +7.6% | +27.7% |
| 6M | +11.4% | +49.0% | -37.6% | -2.5% |
| YTD | +17.5% | +63.7% | -46.1% | -0.9% |
| 1Y | +45.9% | +75.8% | -29.9% | +19.9% |
| 3Y | +47.3% | +241.3% | -194.0% | -17.0% |
| All | +47.3% | +244.2% | -196.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling