+221.8%
VT vs EXEL
+320.7%
-98.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -1.5% | +13.1% | -14.6% | -3.2% |
| 3M | -4.1% | +36.3% | -40.5% | -8.2% |
| 6M | +0.6% | +34.5% | -34.0% | -3.8% |
| YTD | +11.0% | +57.4% | -46.4% | +3.6% |
| 1Y | +13.3% | +62.9% | -49.6% | +5.2% |
| 3Y | +73.4% | +229.5% | -156.1% | +42.1% |
| 5Y | +57.4% | +281.2% | -223.8% | +24.7% |
| All | +221.8% | +320.7% | -98.9% | +147.7% |
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