+103.8%
VGT vs EXEL
+230.5%
-126.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | -9.5% | +13.1% | -22.6% | -10.3% |
| 3M | -9.5% | +36.3% | -45.8% | -11.7% |
| 6M | -1.8% | +34.5% | -36.3% | -4.2% |
| YTD | +18.4% | +57.4% | -39.0% | +13.7% |
| 1Y | +18.7% | +62.9% | -44.2% | +13.7% |
| 3Y | +103.8% | +229.5% | -125.7% | +96.9% |
| All | +103.8% | +230.5% | -126.7% | +96.9% |
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