+855.0%
EXPE vs VFC
+64.6%
+790.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -2.8% |
| 7D | -9.5% | -1.6% | -7.9% | -8.8% |
| 30D | -6.6% | -11.6% | +5.0% | -1.3% |
| 3M | +31.4% | -18.1% | +49.5% | +41.6% |
| 6M | +35.2% | -27.4% | +62.5% | +52.5% |
| YTD | +5.8% | -24.8% | +30.6% | +17.0% |
| 1Y | +38.7% | -8.2% | +46.9% | +37.2% |
| 3Y | +175.8% | -29.1% | +204.9% | +147.6% |
| 5Y | +111.8% | -79.2% | +191.0% | +270.8% |
| 10Y | +179.7% | -68.1% | +247.8% | +248.2% |
| All | +855.0% | +64.6% | +790.4% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling