+104.6%
VGT vs EXEL
+281.2%
-176.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -9.5% | +13.1% | -22.6% | -11.3% |
| 3M | -9.5% | +36.3% | -45.8% | -14.2% |
| 6M | -1.8% | +34.5% | -36.3% | -6.9% |
| YTD | +18.4% | +57.4% | -39.0% | +8.6% |
| 1Y | +18.7% | +62.9% | -44.2% | +8.2% |
| 3Y | +103.8% | +229.5% | -125.7% | +51.9% |
| All | +104.6% | +281.2% | -176.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling