+160.2%
VXUS vs EXEL
+675.6%
-515.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | 0.0% |
| 7D | -1.8% | +0.3% | -2.0% | -1.8% |
| 30D | -4.6% | +19.0% | -23.6% | -6.2% |
| 3M | -6.1% | +33.3% | -39.4% | -8.8% |
| 6M | -4.9% | +42.9% | -47.7% | -8.5% |
| YTD | +8.1% | +58.7% | -50.7% | +2.7% |
| 1Y | +12.1% | +70.5% | -58.4% | +5.8% |
| 3Y | +63.9% | +233.8% | -170.0% | +42.6% |
| 5Y | +43.1% | +259.3% | -216.2% | +22.5% |
| 10Y | +139.2% | +484.1% | -344.9% | +86.9% |
| All | +160.2% | +675.6% | -515.4% | +73.2% |
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