+153.5%
EXPE vs VIG
+57.1%
+96.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.8% | -7.1% | -6.6% |
| 7D | -9.8% | -0.4% | -9.3% | -9.1% |
| 30D | -11.5% | -2.1% | -9.4% | -8.3% |
| 3M | +21.7% | +3.3% | +18.4% | +16.0% |
| 6M | +10.4% | +9.3% | +1.1% | -4.0% |
| YTD | -2.5% | +10.1% | -12.7% | -16.2% |
| 1Y | +27.3% | +14.7% | +12.6% | +2.8% |
| 3Y | +153.5% | +56.9% | +96.6% | +19.5% |
| All | +153.5% | +57.1% | +96.4% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling