+51.8%
VG vs EXEL
+92.4%
-40.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.6% | -8.3% | -7.4% |
| 7D | -16.4% | +9.8% | -26.1% | -12.7% |
| 30D | -10.8% | +23.6% | -34.4% | -1.7% |
| 3M | -6.3% | +29.9% | -36.2% | +6.0% |
| 6M | -12.5% | +64.7% | -77.2% | +9.7% |
| YTD | +76.9% | +66.0% | +10.9% | +121.9% |
| 1Y | +51.8% | +92.0% | -40.2% | +84.6% |
| All | +51.8% | +92.4% | -40.6% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling