+156.4%
EXPE vs VEU
+152.3%
+4.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +3.2% |
| 7D | -8.7% | -1.9% | -6.7% | -6.4% |
| 30D | -13.6% | -0.7% | -12.9% | -13.0% |
| 3M | +26.6% | +4.9% | +21.8% | +17.7% |
| 6M | +19.9% | +9.8% | +10.1% | +3.4% |
| YTD | -1.7% | +15.3% | -17.0% | -21.5% |
| 1Y | +29.4% | +23.0% | +6.4% | -5.3% |
| 3Y | +155.7% | +73.5% | +82.2% | +15.6% |
| 5Y | +93.1% | +54.5% | +38.6% | +4.9% |
| All | +156.4% | +152.3% | +4.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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