-50.2%
VG vs EXEL
+114.2%
-164.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +3.1% |
| 7D | -8.3% | +2.3% | -10.6% | -7.8% |
| 30D | -10.3% | +19.8% | -30.2% | -6.1% |
| 3M | -10.8% | +32.7% | -43.5% | -4.3% |
| 6M | +3.5% | +49.0% | -45.5% | +14.0% |
| YTD | +74.0% | +63.7% | +10.3% | +96.5% |
| 1Y | +48.9% | +75.8% | -26.9% | +69.5% |
| All | -50.2% | +114.2% | -164.4% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling