+224.6%
VT vs EXEL
+354.7%
-130.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | -2.8% | +2.1% | -0.3% |
| 30D | -1.7% | +18.2% | -19.9% | -4.0% |
| 3M | -2.3% | +37.7% | -40.0% | -6.6% |
| 6M | +1.5% | +42.2% | -40.7% | -3.6% |
| YTD | +12.0% | +61.3% | -49.3% | +4.2% |
| 1Y | +12.9% | +64.5% | -51.6% | +4.6% |
| 3Y | +74.9% | +236.7% | -161.7% | +43.0% |
| 5Y | +59.9% | +296.3% | -236.4% | +26.0% |
| 10Y | +224.6% | +331.1% | -106.5% | +149.2% |
| All | +224.6% | +354.7% | -130.0% | +149.2% |
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 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