+66.6%
VT vs EXEL
+199.5%
-133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +8.4% | -7.9% | -0.6% |
| 30D | +1.0% | +4.1% | -3.1% | +0.3% |
| 3M | +2.4% | +12.4% | -10.0% | +0.6% |
| 6M | +12.0% | +41.5% | -29.5% | +6.5% |
| YTD | +15.3% | +34.6% | -19.3% | +10.2% |
| 1Y | +22.6% | +57.9% | -35.3% | +14.3% |
| 3Y | +74.7% | +159.5% | -84.8% | +47.0% |
| All | +66.6% | +199.5% | -133.0% | +29.8% |
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 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