+87.9%
VUG vs EXEL
+160.6%
-72.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | -1.4% | +6.7% | -8.1% | -1.9% |
| 3M | +2.3% | +11.5% | -9.1% | +1.4% |
| 6M | +15.7% | +38.8% | -23.1% | +12.5% |
| YTD | +8.6% | +31.6% | -23.0% | +6.0% |
| 1Y | +14.1% | +53.0% | -39.0% | +10.0% |
| 3Y | +87.9% | +160.8% | -72.9% | +84.0% |
| All | +87.9% | +160.6% | -72.7% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling