+153.2%
EXP vs VT
+231.8%
-78.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +0.5% |
| 7D | +14.1% | -0.3% | +14.4% | +14.5% |
| 30D | +16.7% | -1.4% | +18.1% | +18.8% |
| 3M | -8.1% | -1.4% | -6.7% | -6.5% |
| 6M | -3.0% | +5.5% | -8.4% | -10.2% |
| YTD | -3.7% | +12.8% | -16.6% | -18.9% |
| 1Y | -4.4% | +15.4% | -19.9% | -22.0% |
| 3Y | +21.7% | +76.9% | -55.2% | -44.6% |
| 5Y | +33.7% | +60.4% | -26.7% | -29.2% |
| 10Y | +153.2% | +232.8% | -79.6% | -49.3% |
| All | +153.2% | +231.8% | -78.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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