-44.6%
VG vs EXEL
+106.0%
-150.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.2% |
| 7D | +14.0% | -0.8% | +14.8% | +13.8% |
| 30D | -1.0% | +13.1% | -14.1% | +2.2% |
| 3M | -2.7% | +36.3% | -39.0% | +5.1% |
| 6M | +1.5% | +34.5% | -33.0% | +9.4% |
| YTD | +93.7% | +57.4% | +36.3% | +116.8% |
| 1Y | +68.5% | +62.9% | +5.6% | +89.2% |
| All | -44.6% | +106.0% | -150.6% | -32.7% |
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