+118.5%
EXPE vs VFC
-44.8%
+163.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | -13.3% | +7.7% | -21.0% | -15.6% |
| 30D | -5.5% | +39.2% | -44.7% | -16.7% |
| 3M | -16.5% | +40.3% | -56.7% | -26.8% |
| 6M | +13.1% | +11.4% | +1.7% | +6.8% |
| YTD | -8.0% | +17.5% | -25.5% | -15.5% |
| 1Y | +1.1% | +45.9% | -44.8% | -15.0% |
| 3Y | +131.2% | +47.3% | +83.8% | +59.5% |
| 5Y | +39.8% | -67.2% | +107.0% | +108.8% |
| 10Y | +118.5% | -46.1% | +164.5% | +172.5% |
| All | +118.5% | -44.8% | +163.2% | +172.5% |
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