+392.1%
VNQ vs EXEL
+649.9%
-257.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | -2.5% | +6.7% | -9.2% | -3.7% |
| 3M | +1.4% | +11.5% | -10.1% | -0.8% |
| 6M | +4.6% | +38.8% | -34.2% | -2.0% |
| YTD | +10.5% | +31.6% | -21.0% | +4.3% |
| 1Y | +8.4% | +53.0% | -44.6% | -0.9% |
| 3Y | +32.4% | +160.8% | -128.4% | +7.1% |
| 5Y | +5.5% | +190.1% | -184.6% | -17.7% |
| 10Y | +59.1% | +367.0% | -307.9% | -0.2% |
| All | +392.1% | +649.9% | -257.9% | +51.0% |
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