+174.9%
VSH vs EXEL
+386.3%
-211.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.9% |
| 7D | +2.8% | -2.9% | +5.6% | +3.4% |
| 30D | -6.0% | +11.9% | -17.9% | -8.3% |
| 3M | -42.6% | +9.2% | -51.9% | -43.9% |
| 6M | +82.1% | +39.1% | +43.0% | +69.1% |
| YTD | +117.5% | +31.0% | +86.5% | +104.0% |
| 1Y | +109.0% | +52.3% | +56.7% | +88.6% |
| 3Y | +34.9% | +159.7% | -124.9% | +5.8% |
| 5Y | +65.1% | +187.7% | -122.7% | +24.1% |
| All | +174.9% | +386.3% | -211.3% | +88.7% |
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