-79.0%
VFC vs EXEL
+194.6%
-273.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -13.4% | +10.1% | -23.5% | -16.0% |
| 3M | -23.7% | +10.1% | -33.8% | -25.9% |
| 6M | -24.5% | +37.7% | -62.1% | -31.6% |
| YTD | -27.8% | +33.1% | -60.9% | -34.3% |
| 1Y | -13.5% | +52.4% | -65.8% | -24.6% |
| 3Y | -27.1% | +163.8% | -190.9% | -47.8% |
| 5Y | -79.0% | +198.5% | -277.5% | -86.3% |
| All | -79.0% | +194.6% | -273.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling