+64.4%
VG vs EXEL
+62.5%
+1.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +6.0% | +4.3% |
| 7D | +15.1% | +1.6% | +13.5% | +15.9% |
| 30D | -4.2% | +17.4% | -21.5% | +2.9% |
| 3M | -3.1% | +38.6% | -41.7% | +11.5% |
| 6M | +0.3% | +41.2% | -40.9% | +16.3% |
| YTD | +95.5% | +59.3% | +36.1% | +135.3% |
| 1Y | +64.4% | +60.2% | +4.2% | +96.3% |
| All | +64.4% | +62.5% | +1.9% | +96.3% |
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