+42.8%
VSH vs EXEL
+283.4%
-240.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.8% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | -21.3% | +17.9% | -39.2% | -23.7% |
| 3M | -18.9% | +33.3% | -52.2% | -23.4% |
| 6M | -21.4% | +46.6% | -68.0% | -27.4% |
| YTD | +86.8% | +61.0% | +25.8% | +69.0% |
| 1Y | +85.8% | +70.4% | +15.3% | +66.1% |
| 3Y | +30.1% | +236.1% | -206.0% | -1.1% |
| 5Y | +42.8% | +284.8% | -242.0% | +2.2% |
| All | +42.8% | +283.4% | -240.6% | +2.2% |
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