+57.5%
VT vs EXEL
+281.2%
-223.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -4.1% | +36.3% | -40.5% | -8.1% |
| 6M | +0.6% | +34.5% | -34.0% | -3.6% |
| YTD | +11.0% | +57.4% | -46.4% | +3.8% |
| 1Y | +13.3% | +62.9% | -49.6% | +5.4% |
| 3Y | +73.4% | +229.5% | -156.1% | +39.4% |
| All | +57.5% | +281.2% | -223.7% | +20.6% |
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