+44.3%
EXPE vs VEU
+50.3%
-6.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +1.2% |
| 7D | -17.8% | -0.5% | -17.2% | -16.9% |
| 30D | -3.2% | -1.0% | -2.2% | -1.6% |
| 3M | -19.0% | -3.6% | -15.4% | -15.1% |
| 6M | +17.7% | -1.2% | +18.9% | +18.1% |
| YTD | -7.8% | +12.0% | -19.7% | -23.7% |
| 1Y | -1.4% | +13.9% | -15.2% | -20.2% |
| 3Y | +121.9% | +71.3% | +50.7% | -5.0% |
| 5Y | +44.3% | +50.3% | -6.0% | -17.2% |
| All | +44.3% | +50.3% | -6.1% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling