+24.9%
VTEB vs EXEL
+905.8%
-880.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.2% | -2.9% | +1.6% | -1.2% |
| 30D | -2.9% | +11.9% | -14.8% | -2.9% |
| 3M | -3.2% | +9.2% | -12.4% | -3.2% |
| 6M | -2.6% | +39.1% | -41.7% | -2.8% |
| YTD | -1.8% | +31.0% | -32.9% | -2.0% |
| 1Y | +0.2% | +52.3% | -52.1% | 0.0% |
| 3Y | +8.2% | +159.7% | -151.5% | +7.6% |
| 5Y | +0.8% | +187.7% | -186.9% | +0.1% |
| 10Y | +17.7% | +379.4% | -361.7% | +17.3% |
| All | +24.9% | +905.8% | -880.9% | +25.3% |
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