+125.4%
EXPE vs VCIT
+30.9%
+94.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | -0.5% | -17.3% | -17.2% |
| 30D | -3.2% | +1.5% | -4.7% | -5.2% |
| 3M | -19.0% | -1.0% | -18.0% | -17.6% |
| 6M | +17.7% | -1.7% | +19.4% | +21.1% |
| YTD | -7.8% | -1.4% | -6.4% | -5.6% |
| 1Y | -1.4% | -0.9% | -0.4% | +0.4% |
| 3Y | +121.9% | +19.8% | +102.1% | +69.3% |
| 5Y | +44.3% | +4.6% | +39.7% | +35.0% |
| 10Y | +125.4% | +31.5% | +93.9% | +84.0% |
| All | +125.4% | +30.9% | +94.5% | +84.0% |
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