+420.5%
VUG vs EXEL
+378.5%
+42.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -1.7% | +10.1% | -11.8% | -3.2% |
| 3M | +2.8% | +10.1% | -7.3% | +1.1% |
| 6M | +13.6% | +37.7% | -24.1% | +7.5% |
| YTD | +8.1% | +33.1% | -25.0% | +2.7% |
| 1Y | +13.1% | +52.4% | -39.3% | +4.7% |
| 3Y | +87.0% | +163.8% | -76.9% | +54.5% |
| 5Y | +76.0% | +198.5% | -122.5% | +40.7% |
| 10Y | +420.5% | +386.9% | +33.6% | +292.9% |
| All | +420.5% | +378.5% | +42.0% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling