+361.8%
VRT vs EXEL
+231.1%
+130.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | -21.4% | +0.3% | -21.6% | -21.2% |
| 30D | -25.8% | +19.0% | -44.9% | -27.6% |
| 3M | -33.5% | +33.3% | -66.8% | -36.4% |
| 6M | -49.0% | +42.9% | -91.9% | -51.9% |
| YTD | +12.9% | +58.7% | -45.8% | +4.4% |
| 1Y | 0.0% | +70.5% | -70.5% | -8.4% |
| 3Y | +361.8% | +233.8% | +128.0% | +319.6% |
| All | +361.8% | +231.1% | +130.7% | +319.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling