+938.9%
VTI vs EXEL
+313.7%
+625.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +2.5% | -0.8% | +3.4% | +2.6% |
| 30D | -1.5% | +13.1% | -14.7% | -3.1% |
| 3M | -3.2% | +36.3% | -39.5% | -7.1% |
| 6M | +2.3% | +34.5% | -32.2% | -1.9% |
| YTD | +11.6% | +57.4% | -45.8% | +4.6% |
| 1Y | +13.8% | +62.9% | -49.2% | +6.0% |
| 3Y | +77.4% | +229.5% | -152.1% | +48.0% |
| 5Y | +64.6% | +281.2% | -216.7% | +33.5% |
| 10Y | +290.6% | +320.7% | -30.2% | +194.1% |
| All | +938.9% | +313.7% | +625.2% | +409.5% |
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