+954.4%
VTI vs EXEL
+245.7%
+708.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +0.6% | +1.4% | -0.7% | +0.5% |
| 30D | -1.1% | +6.7% | -7.8% | -2.0% |
| 3M | +3.9% | +11.5% | -7.6% | +2.2% |
| 6M | +14.6% | +38.8% | -24.2% | +9.4% |
| YTD | +13.3% | +31.6% | -18.3% | +8.7% |
| 1Y | +19.2% | +53.0% | -33.8% | +11.7% |
| 3Y | +77.4% | +160.8% | -83.4% | +52.4% |
| 5Y | +74.0% | +190.1% | -116.1% | +46.1% |
| 10Y | +294.6% | +367.0% | -72.3% | +191.4% |
| All | +954.4% | +245.7% | +708.6% | +429.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling