+367.1%
VT vs EXEL
+1,237.3%
-870.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.3% | +9.8% | -10.1% | -1.6% |
| 30D | -1.4% | +23.6% | -25.1% | -4.3% |
| 3M | -1.4% | +29.9% | -31.3% | -5.0% |
| 6M | +5.5% | +64.7% | -59.2% | -1.9% |
| YTD | +12.8% | +66.0% | -53.2% | +4.6% |
| 1Y | +15.4% | +92.0% | -76.5% | +4.8% |
| 3Y | +76.9% | +246.4% | -169.6% | +45.1% |
| 5Y | +60.4% | +284.3% | -223.9% | +28.3% |
| 10Y | +232.8% | +510.8% | -278.1% | +132.2% |
| All | +367.1% | +1,237.3% | -870.2% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling