+27.3%
EXPE vs VFC
-11.5%
+38.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.9% | -6.0% | -7.3% |
| 7D | -9.8% | +0.8% | -10.6% | -10.0% |
| 30D | -11.5% | -11.9% | +0.4% | -7.9% |
| 3M | +21.7% | -20.2% | +41.9% | +28.5% |
| 6M | +10.4% | -23.0% | +33.4% | +17.9% |
| YTD | -2.5% | -26.2% | +23.7% | +5.8% |
| 1Y | +27.3% | -13.3% | +40.7% | +26.2% |
| All | +27.3% | -11.5% | +38.8% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling