+52.7%
VMC vs EXEL
+195.7%
-143.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -9.1% | +6.7% | -15.8% | -10.1% |
| 3M | -4.1% | +11.5% | -15.6% | -5.9% |
| 6M | -5.5% | +38.8% | -44.3% | -10.5% |
| YTD | -8.9% | +31.6% | -40.5% | -13.2% |
| 1Y | -12.9% | +53.0% | -66.0% | -19.2% |
| 3Y | +22.1% | +160.8% | -138.7% | +0.6% |
| 5Y | +52.7% | +190.1% | -137.4% | +18.8% |
| All | +52.7% | +195.7% | -143.0% | +18.8% |
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