+11.9%
VT vs EXEL
+72.0%
-60.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | -3.1% | +17.9% | -21.0% | -4.6% |
| 3M | -3.5% | +33.3% | -36.8% | -6.4% |
| 6M | +0.5% | +46.6% | -46.1% | -4.0% |
| YTD | +10.8% | +61.0% | -50.3% | +3.7% |
| 1Y | +11.9% | +70.4% | -58.5% | +3.8% |
| All | +11.9% | +72.0% | -60.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling