+396.2%
VUG vs EXEL
+363.4%
+32.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -8.9% | +17.9% | -26.8% | -11.3% |
| 3M | -5.9% | +33.3% | -39.2% | -10.4% |
| 6M | -3.3% | +46.6% | -49.8% | -9.6% |
| YTD | +3.4% | +61.0% | -57.6% | -5.2% |
| 1Y | +1.9% | +70.4% | -68.5% | -7.5% |
| 3Y | +76.9% | +236.1% | -159.2% | +38.8% |
| 5Y | +63.9% | +284.8% | -221.0% | +23.9% |
| 10Y | +396.2% | +348.4% | +47.8% | +260.1% |
| All | +396.2% | +363.4% | +32.8% | +260.1% |
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