+153.3%
EXP vs VT
+224.5%
-71.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | +0.4% | -2.0% | -2.2% |
| 30D | -10.9% | +1.0% | -11.9% | -12.1% |
| 3M | -10.5% | +2.4% | -12.9% | -13.5% |
| 6M | -7.8% | +12.0% | -19.8% | -21.3% |
| YTD | -5.7% | +15.3% | -21.0% | -22.7% |
| 1Y | -16.0% | +22.6% | -38.6% | -36.8% |
| 3Y | +1.2% | +74.7% | -73.4% | -52.9% |
| 5Y | +29.6% | +66.1% | -36.5% | -34.4% |
| All | +153.3% | +224.5% | -71.1% | -48.7% |
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