+158.0%
EXPE vs VFC
-69.4%
+227.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -11.5% | -2.3% | -9.2% | -10.7% |
| 30D | -13.1% | -13.4% | +0.3% | -8.1% |
| 3M | +18.1% | -23.7% | +41.8% | +29.5% |
| 6M | +13.3% | -24.5% | +37.7% | +24.0% |
| YTD | -3.2% | -27.8% | +24.6% | +7.4% |
| 1Y | +26.1% | -13.5% | +39.6% | +28.5% |
| 3Y | +151.7% | -27.1% | +178.8% | +128.9% |
| 5Y | +88.3% | -79.0% | +167.4% | +230.2% |
| 10Y | +158.0% | -68.7% | +226.8% | +293.9% |
| All | +158.0% | -69.4% | +227.4% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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