+53.4%
VT vs EXEL
+262.4%
-209.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -3.3% |
| 7D | -4.2% | +3.8% | -8.0% | -4.6% |
| 30D | -5.8% | +17.8% | -23.6% | -7.8% |
| 3M | -5.2% | +21.2% | -26.4% | -7.8% |
| 6M | +0.1% | +54.7% | -54.6% | -5.9% |
| YTD | +8.2% | +56.8% | -48.5% | +1.2% |
| 1Y | +10.1% | +70.2% | -60.1% | +1.8% |
| 3Y | +69.7% | +227.2% | -157.5% | +36.7% |
| 5Y | +53.4% | +254.9% | -201.5% | +18.9% |
| All | +53.4% | +262.4% | -209.0% | +18.9% |
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