+1,202.4%
VUG vs EXEL
+818.2%
+384.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.1% | -2.8% | +1.7% | -0.7% |
| 30D | -7.0% | +18.2% | -25.2% | -9.2% |
| 3M | -3.7% | +37.7% | -41.4% | -8.0% |
| 6M | -1.6% | +42.2% | -43.8% | -6.7% |
| YTD | +5.1% | +61.3% | -56.2% | -2.3% |
| 1Y | +3.8% | +64.5% | -60.7% | -3.9% |
| 3Y | +79.9% | +236.7% | -156.8% | +47.7% |
| 5Y | +66.4% | +296.3% | -229.9% | +32.5% |
| 10Y | +405.3% | +331.1% | +74.2% | +273.3% |
| All | +1,202.4% | +818.2% | +384.2% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling