+81.7%
VUG vs EXEL
+244.2%
-162.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.5% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | -8.2% | +19.8% | -28.0% | -9.4% |
| 3M | -5.4% | +32.7% | -38.1% | -7.6% |
| 6M | -2.5% | +49.0% | -51.5% | -5.8% |
| YTD | +4.2% | +63.7% | -59.5% | -0.3% |
| 1Y | +5.0% | +75.8% | -70.8% | -0.1% |
| 3Y | +81.7% | +241.3% | -159.6% | +73.8% |
| All | +81.7% | +244.2% | -162.5% | +73.8% |
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