+183.8%
VXUS vs EXEL
+557.9%
-374.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.0% | +8.4% | -7.4% | +0.2% |
| 30D | +2.2% | +4.1% | -1.9% | +1.7% |
| 3M | +3.0% | +12.4% | -9.5% | +1.6% |
| 6M | +10.7% | +41.5% | -30.9% | +6.6% |
| YTD | +17.8% | +34.6% | -16.8% | +14.0% |
| 1Y | +27.6% | +57.9% | -30.3% | +21.2% |
| 3Y | +73.3% | +159.5% | -86.2% | +54.5% |
| 5Y | +54.3% | +198.5% | -144.2% | +34.4% |
| 10Y | +149.8% | +411.4% | -261.5% | +97.2% |
| All | +183.8% | +557.9% | -374.1% | +92.2% |
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 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