+146.4%
VXUS vs EXEL
+380.2%
-233.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | +1.0% | +6.7% | -5.7% | +0.2% |
| 3M | +5.7% | +11.5% | -5.8% | +4.2% |
| 6M | +13.6% | +38.8% | -25.2% | +9.1% |
| YTD | +17.4% | +31.6% | -14.2% | +13.4% |
| 1Y | +25.1% | +53.0% | -27.9% | +18.4% |
| 3Y | +75.8% | +160.8% | -85.0% | +54.1% |
| 5Y | +55.4% | +190.1% | -134.7% | +32.9% |
| 10Y | +146.4% | +367.0% | -220.6% | +105.2% |
| All | +146.4% | +380.2% | -233.8% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling