+718.4%
VTV vs EXEL
+649.0%
+69.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +0.1% | +6.7% | -6.5% | -0.8% |
| 3M | +6.2% | +11.5% | -5.3% | +4.5% |
| 6M | +13.5% | +38.8% | -25.3% | +8.2% |
| YTD | +18.9% | +31.6% | -12.7% | +14.0% |
| 1Y | +25.8% | +53.0% | -27.2% | +17.9% |
| 3Y | +68.7% | +160.8% | -92.1% | +44.8% |
| 5Y | +80.3% | +190.1% | -109.8% | +50.7% |
| 10Y | +226.3% | +367.0% | -140.6% | +138.0% |
| All | +718.4% | +649.0% | +69.4% | +286.9% |
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