+2,263.1%
VGT vs EXEL
+649.0%
+1,614.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +1.8% | +1.4% | +0.5% | +1.6% |
| 30D | -0.3% | +6.7% | -7.0% | -1.4% |
| 3M | +3.4% | +11.5% | -8.1% | +1.4% |
| 6M | +35.0% | +38.8% | -3.8% | +27.8% |
| YTD | +28.8% | +31.6% | -2.8% | +22.8% |
| 1Y | +38.0% | +53.0% | -15.0% | +28.1% |
| 3Y | +125.8% | +160.8% | -35.0% | +89.2% |
| 5Y | +134.7% | +190.1% | -55.4% | +91.7% |
| 10Y | +792.6% | +367.0% | +425.6% | +531.6% |
| All | +2,263.1% | +649.0% | +1,614.1% | +942.3% |
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 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