+112.0%
VSH vs EXEL
+59.2%
+52.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +4.1% | +8.4% | -4.3% | +2.8% |
| 30D | -4.2% | +4.1% | -8.2% | -4.9% |
| 3M | -50.0% | +12.4% | -62.4% | -50.9% |
| 6M | +80.2% | +41.5% | +38.6% | +72.8% |
| YTD | +121.1% | +34.6% | +86.5% | +111.7% |
| 1Y | +112.0% | +57.9% | +54.1% | +102.3% |
| All | +112.0% | +59.2% | +52.8% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling