+722.7%
VMC vs EXEL
+273.2%
+449.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -4.3% | +8.4% | -12.7% | -5.4% |
| 30D | -8.2% | +4.1% | -12.3% | -8.9% |
| 3M | -7.0% | +12.4% | -19.5% | -8.7% |
| 6M | -10.8% | +41.5% | -52.3% | -15.3% |
| YTD | -7.4% | +34.6% | -42.0% | -11.7% |
| 1Y | -9.5% | +57.9% | -67.4% | -15.9% |
| 3Y | +20.5% | +159.5% | -139.0% | +2.6% |
| 5Y | +51.6% | +198.5% | -146.9% | +25.0% |
| 10Y | +150.0% | +411.4% | -261.3% | +77.6% |
| All | +722.7% | +273.2% | +449.6% | +310.6% |
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