+153.5%
EXPE vs VCLT
+12.2%
+141.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.8% | -7.9% |
| 7D | -9.8% | +0.3% | -10.1% | -10.0% |
| 30D | -11.5% | -0.6% | -10.9% | -11.1% |
| 3M | +21.7% | -2.2% | +24.0% | +23.9% |
| 6M | +10.4% | -2.9% | +13.3% | +12.9% |
| YTD | -2.5% | -2.1% | -0.5% | -1.0% |
| 1Y | +27.3% | -2.6% | +29.9% | +29.9% |
| 3Y | +153.5% | +12.5% | +141.0% | +132.2% |
| All | +153.5% | +12.2% | +141.3% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling