+327.8%
VWO vs EXEL
+827.2%
-499.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | 0.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +1.3% | +6.7% | -5.4% | +0.2% |
| 3M | +5.1% | +11.5% | -6.4% | +3.0% |
| 6M | +12.5% | +38.8% | -26.3% | +6.3% |
| YTD | +14.0% | +31.6% | -17.5% | +8.4% |
| 1Y | +19.7% | +53.0% | -33.3% | +10.7% |
| 3Y | +66.8% | +160.8% | -94.1% | +38.2% |
| 5Y | +36.2% | +190.1% | -153.9% | +9.2% |
| 10Y | +111.0% | +367.0% | -255.9% | +40.9% |
| All | +327.8% | +827.2% | -499.3% | +56.5% |
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