+127.7%
EXPE vs VIG
+262.6%
-135.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +3.5% | -4.0% | -5.1% |
| 30D | -6.1% | +4.9% | -11.0% | -11.3% |
| 3M | -21.3% | +2.5% | -23.8% | -23.2% |
| 6M | +19.0% | +11.0% | +8.0% | +4.4% |
| YTD | -8.4% | +16.0% | -24.4% | -24.1% |
| 1Y | -2.8% | +17.5% | -20.3% | -20.7% |
| 3Y | +120.8% | +67.0% | +53.8% | +15.5% |
| 5Y | +46.2% | +64.8% | -18.6% | -20.5% |
| All | +127.7% | +262.6% | -135.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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