+66.7%
VSH vs EXEL
+195.7%
-129.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.6% |
| 7D | +6.2% | +1.4% | +4.8% | +5.9% |
| 30D | -11.1% | +6.7% | -17.8% | -12.3% |
| 3M | -44.9% | +11.5% | -56.4% | -46.3% |
| 6M | +90.0% | +38.8% | +51.2% | +77.2% |
| YTD | +118.8% | +31.6% | +87.2% | +105.8% |
| 1Y | +109.0% | +53.0% | +56.0% | +89.7% |
| 3Y | +35.6% | +160.8% | -125.2% | +8.2% |
| 5Y | +66.7% | +190.1% | -123.4% | +23.7% |
| All | +66.7% | +195.7% | -129.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling