+774.5%
VMC vs EXEL
+336.4%
+438.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.3% | -0.8% | -0.4% | -1.1% |
| 30D | +15.5% | +13.1% | +2.3% | +13.5% |
| 3M | +0.6% | +36.3% | -35.8% | -3.8% |
| 6M | +2.1% | +34.5% | -32.5% | -2.3% |
| YTD | -1.6% | +57.4% | -59.0% | -8.2% |
| 1Y | -1.2% | +62.9% | -64.1% | -8.4% |
| 3Y | +35.3% | +229.5% | -194.2% | +11.5% |
| 5Y | +43.6% | +281.2% | -237.6% | +14.6% |
| 10Y | +126.7% | +320.7% | -194.0% | +66.4% |
| All | +774.5% | +336.4% | +438.1% | +326.7% |
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