+125.4%
EXPE vs VIG
+264.3%
-138.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.3% |
| 7D | -17.8% | -0.3% | -17.4% | -17.0% |
| 30D | -3.2% | +4.9% | -8.1% | -8.6% |
| 3M | -19.0% | +2.9% | -21.9% | -21.4% |
| 6M | +17.7% | +11.2% | +6.5% | +3.0% |
| YTD | -7.8% | +16.0% | -23.8% | -23.6% |
| 1Y | -1.4% | +17.0% | -18.3% | -19.0% |
| 3Y | +121.9% | +66.9% | +55.1% | +16.3% |
| 5Y | +44.3% | +65.8% | -21.6% | -22.1% |
| 10Y | +125.4% | +263.6% | -138.2% | -47.0% |
| All | +125.4% | +264.3% | -138.9% | -47.0% |
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