+790.8%
EXPE vs VCIT
+98.3%
+692.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -9.2% |
| 30D | -6.6% | -0.8% | -5.9% | -5.9% |
| 3M | +31.4% | -1.0% | +32.4% | +32.8% |
| 6M | +35.2% | -1.8% | +37.0% | +37.7% |
| YTD | +5.8% | -0.7% | +6.5% | +6.6% |
| 1Y | +38.7% | +1.0% | +37.7% | +37.7% |
| 3Y | +175.8% | +18.8% | +156.9% | +136.1% |
| 5Y | +111.8% | +3.5% | +108.4% | +98.4% |
| 10Y | +179.7% | +29.2% | +150.5% | +149.3% |
| All | +790.8% | +98.3% | +692.6% | +1,071.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling