+866.2%
EXPE vs VEU
+174.2%
+692.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +2.1% | -2.6% | -2.7% |
| 30D | -6.1% | -0.9% | -5.2% | -4.8% |
| 3M | -21.3% | -5.4% | -15.9% | -16.5% |
| 6M | +19.0% | -1.8% | +20.8% | +20.4% |
| YTD | -8.4% | +10.9% | -19.4% | -19.5% |
| 1Y | -2.8% | +13.6% | -16.4% | -16.5% |
| 3Y | +120.8% | +69.3% | +51.5% | +25.0% |
| 5Y | +46.2% | +48.1% | -1.9% | -1.6% |
| 10Y | +123.8% | +148.0% | -24.2% | -4.3% |
| All | +866.2% | +174.2% | +692.0% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling