+15.6%
VWO vs EXEL
+48.5%
-33.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -1.8% | -4.9% | +3.1% | -1.4% |
| 30D | -0.1% | +11.4% | -11.5% | -0.9% |
| 3M | +2.2% | +4.9% | -2.7% | +1.7% |
| 6M | +8.8% | +34.4% | -25.7% | +5.5% |
| YTD | +12.4% | +28.0% | -15.6% | +9.2% |
| 1Y | +15.6% | +43.6% | -28.1% | +11.9% |
| All | +15.6% | +48.5% | -33.0% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling