+1,016.3%
EXPE vs VEU
+192.1%
+824.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.2% |
| 7D | -9.5% | +1.1% | -10.7% | -10.6% |
| 30D | -6.6% | +2.2% | -8.8% | -8.8% |
| 3M | +31.4% | +3.0% | +28.4% | +26.2% |
| 6M | +35.2% | +10.9% | +24.3% | +18.9% |
| YTD | +5.8% | +18.2% | -12.4% | -13.2% |
| 1Y | +38.7% | +28.3% | +10.4% | +4.5% |
| 3Y | +175.8% | +74.6% | +101.2% | +51.1% |
| 5Y | +111.8% | +56.4% | +55.5% | +34.1% |
| 10Y | +179.7% | +153.0% | +26.7% | +16.1% |
| All | +1,016.3% | +192.1% | +824.1% | +296.5% |
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 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