+578.7%
VFC vs EXEL
+347.1%
+231.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | +30.7% | +18.2% | +12.5% | +28.3% |
| 3M | +40.6% | +37.7% | +2.9% | +35.6% |
| 6M | +16.5% | +42.2% | -25.8% | +11.9% |
| YTD | +16.2% | +61.3% | -45.1% | +9.8% |
| 1Y | +42.4% | +64.5% | -22.1% | +34.4% |
| 3Y | +48.1% | +236.7% | -188.6% | +28.5% |
| 5Y | -67.8% | +296.3% | -364.1% | -72.7% |
| 10Y | -48.5% | +331.1% | -379.6% | -58.6% |
| All | +578.7% | +347.1% | +231.6% | +291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling