-46.6%
VG vs EXEL
+111.1%
-157.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +5.5% | -2.8% | +8.3% | +4.8% |
| 30D | -3.6% | +18.2% | -21.8% | +0.6% |
| 3M | -4.0% | +37.7% | -41.7% | +3.9% |
| 6M | +9.4% | +42.2% | -32.8% | +19.4% |
| YTD | +86.6% | +61.3% | +25.3% | +110.1% |
| 1Y | +69.5% | +64.5% | +5.0% | +91.0% |
| All | -46.6% | +111.1% | -157.7% | -34.7% |
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 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