+402.8%
VUG vs EXEL
+320.7%
+82.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | -6.3% | +13.1% | -19.4% | -8.2% |
| 3M | -6.0% | +36.3% | -42.4% | -10.8% |
| 6M | -3.5% | +34.5% | -38.1% | -8.5% |
| YTD | +3.9% | +57.4% | -53.5% | -4.4% |
| 1Y | +5.1% | +62.9% | -57.8% | -3.9% |
| 3Y | +77.9% | +229.5% | -151.6% | +39.9% |
| 5Y | +62.4% | +281.2% | -218.8% | +22.9% |
| All | +402.8% | +320.7% | +82.1% | +265.1% |
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