+714.4%
EXPE vs VCIT
+96.6%
+617.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.2% | -14.0% | -14.0% |
| 7D | -3.6% | +0.5% | -4.1% | -4.1% |
| 30D | +4.8% | +2.1% | +2.7% | +2.8% |
| 3M | -14.6% | -1.6% | -13.1% | -13.2% |
| 6M | +10.0% | -1.6% | +11.6% | +11.9% |
| YTD | -3.3% | -1.5% | -1.8% | -1.7% |
| 1Y | +28.4% | -0.4% | +28.8% | +29.2% |
| 3Y | +145.1% | +19.6% | +125.5% | +108.9% |
| 5Y | +51.6% | +3.3% | +48.4% | +42.6% |
| 10Y | +128.8% | +28.9% | +100.0% | +106.2% |
| All | +714.4% | +96.6% | +617.8% | +980.1% |
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