+120.8%
EXPE vs VFC
+50.0%
+70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.1% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | -6.1% | +25.5% | -31.6% | -11.4% |
| 3M | -21.3% | +41.3% | -62.6% | -28.1% |
| 6M | +19.0% | +22.2% | -3.2% | +11.7% |
| YTD | -8.4% | +16.4% | -24.8% | -13.1% |
| 1Y | -2.8% | +38.4% | -41.2% | -11.8% |
| 3Y | +120.8% | +56.2% | +64.5% | +73.3% |
| All | +120.8% | +50.0% | +70.8% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling