-39.3%
VG vs EXEL
+76.2%
-115.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | +1.7% | +8.4% | -6.7% | +3.6% |
| 30D | +16.0% | +4.1% | +11.9% | +17.4% |
| 3M | +9.7% | +12.4% | -2.7% | +13.0% |
| 6M | +29.6% | +41.5% | -12.0% | +40.1% |
| YTD | +112.0% | +34.6% | +77.4% | +127.8% |
| 1Y | +12.8% | +57.9% | -45.1% | +23.5% |
| All | -39.3% | +76.2% | -115.5% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling