+1,934.0%
VRT vs EXEL
+228.3%
+1,705.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | +10.5% | -0.8% | +11.3% | +10.8% |
| 30D | -9.3% | +13.1% | -22.4% | -11.4% |
| 3M | -29.6% | +36.3% | -65.9% | -33.9% |
| 6M | -45.4% | +34.5% | -79.9% | -48.8% |
| YTD | +24.8% | +57.4% | -32.6% | +13.0% |
| 1Y | +23.6% | +62.9% | -39.3% | +11.1% |
| 3Y | +379.7% | +229.5% | +150.2% | +263.4% |
| 5Y | +660.3% | +281.2% | +379.1% | +456.8% |
| All | +1,934.0% | +228.3% | +1,705.7% | +1,325.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling