+115.9%
EXPE vs VFC
-46.8%
+162.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -11.2% | +3.5% | -14.7% | -12.2% |
| 30D | -7.5% | +38.3% | -45.7% | -18.3% |
| 3M | -19.1% | +40.2% | -59.2% | -29.0% |
| 6M | +10.7% | +10.6% | +0.1% | +4.9% |
| YTD | -9.9% | +16.7% | -26.7% | -17.1% |
| 1Y | -4.6% | +45.0% | -49.6% | -19.6% |
| 3Y | +116.8% | +48.8% | +68.0% | +48.7% |
| 5Y | +38.6% | -67.6% | +106.1% | +108.2% |
| 10Y | +115.9% | -47.5% | +163.4% | +170.1% |
| All | +115.9% | -46.8% | +162.6% | +170.1% |
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