+790.8%
EXPE vs VCLT
+103.4%
+687.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -0.5% | -9.0% | -9.3% |
| 30D | -6.6% | -0.9% | -5.8% | -6.3% |
| 3M | +31.4% | -3.2% | +34.6% | +33.4% |
| 6M | +35.2% | -3.8% | +39.0% | +37.6% |
| YTD | +5.8% | -2.0% | +7.8% | +6.8% |
| 1Y | +38.7% | -0.8% | +39.5% | +39.3% |
| 3Y | +175.8% | +12.3% | +163.5% | +163.2% |
| 5Y | +111.8% | -15.4% | +127.2% | +117.2% |
| 10Y | +179.7% | +15.7% | +164.0% | +184.6% |
| All | +790.8% | +103.4% | +687.4% | +1,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling