+185.7%
EXPE vs VFC
-24.8%
+210.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -2.3% |
| 7D | -9.5% | -1.6% | -7.9% | -9.1% |
| 30D | -6.6% | -11.6% | +5.0% | -3.7% |
| 3M | +31.4% | -18.1% | +49.5% | +37.1% |
| 6M | +35.2% | -27.4% | +62.5% | +44.9% |
| YTD | +5.8% | -24.8% | +30.6% | +12.4% |
| 1Y | +38.7% | -8.2% | +46.9% | +39.2% |
| All | +185.7% | -24.8% | +210.5% | +167.4% |
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