+22.1%
VMC vs EXEL
+160.6%
-138.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.4% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -9.1% | +6.7% | -15.8% | -9.9% |
| 3M | -4.1% | +11.5% | -15.6% | -5.5% |
| 6M | -5.5% | +38.8% | -44.3% | -9.2% |
| YTD | -8.9% | +31.6% | -40.5% | -12.1% |
| 1Y | -12.9% | +53.0% | -66.0% | -17.6% |
| 3Y | +22.1% | +160.8% | -138.7% | +11.1% |
| All | +22.1% | +160.6% | -138.5% | +11.1% |
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