+115.5%
EXPE vs VCIT
+28.8%
+86.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.7% |
| 7D | -9.3% | +0.1% | -9.4% | -9.5% |
| 30D | +0.1% | +1.9% | -1.8% | -2.6% |
| 3M | -15.3% | -1.4% | -13.9% | -13.3% |
| 6M | +5.5% | -2.1% | +7.6% | +9.2% |
| YTD | -8.0% | -1.6% | -6.3% | -5.5% |
| 1Y | +18.9% | -0.9% | +19.8% | +20.8% |
| 3Y | +135.5% | +20.0% | +115.6% | +79.2% |
| 5Y | +44.3% | +3.1% | +41.1% | +38.2% |
| All | +115.5% | +28.8% | +86.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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