-51.4%
VG vs EXEL
+107.7%
-159.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.4% |
| 7D | -22.0% | +0.3% | -22.3% | -21.9% |
| 30D | -11.6% | +19.0% | -30.7% | -7.7% |
| 3M | -14.9% | +33.3% | -48.1% | -8.5% |
| 6M | -3.5% | +42.9% | -46.4% | +5.3% |
| YTD | +70.0% | +58.7% | +11.2% | +90.6% |
| 1Y | +50.0% | +70.5% | -20.5% | +69.6% |
| All | -51.4% | +107.7% | -159.1% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling