+160.0%
EXPE vs VCLT
+17.1%
+142.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.8% | -1.4% | -4.4% | -4.8% |
| 30D | -13.6% | -1.2% | -12.4% | -12.8% |
| 3M | +25.2% | -4.8% | +30.0% | +30.1% |
| 6M | +22.3% | -2.6% | +24.9% | +25.1% |
| YTD | -0.3% | -3.3% | +3.0% | +2.4% |
| 1Y | +27.8% | -4.8% | +32.6% | +32.9% |
| 3Y | +162.4% | +11.5% | +150.9% | +139.9% |
| 5Y | +95.8% | -17.0% | +112.8% | +121.6% |
| All | +160.0% | +17.1% | +142.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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