+586.6%
VFC vs EXEL
+353.7%
+232.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | +7.7% | +2.3% | +5.4% | +7.4% |
| 30D | +39.2% | +19.8% | +19.4% | +36.4% |
| 3M | +40.3% | +32.7% | +7.6% | +35.8% |
| 6M | +11.4% | +49.0% | -37.6% | +6.4% |
| YTD | +17.5% | +63.7% | -46.1% | +10.9% |
| 1Y | +45.9% | +75.8% | -29.9% | +36.6% |
| 3Y | +47.3% | +241.3% | -194.0% | +27.6% |
| 5Y | -67.2% | +289.0% | -356.2% | -72.1% |
| 10Y | -46.1% | +377.6% | -423.7% | -57.2% |
| All | +586.6% | +353.7% | +232.9% | +295.7% |
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