+992.0%
EXPE vs VIG
+655.8%
+336.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -19.0% | +2.9% | -21.9% | -21.3% |
| 6M | +17.7% | +11.2% | +6.5% | +3.1% |
| YTD | -7.8% | +16.0% | -23.8% | -23.5% |
| 1Y | -1.4% | +17.0% | -18.3% | -18.9% |
| 3Y | +121.9% | +66.9% | +55.1% | +16.1% |
| 5Y | +44.3% | +65.8% | -21.6% | -21.9% |
| 10Y | +125.4% | +263.6% | -138.2% | -55.0% |
| All | +992.0% | +655.8% | +336.2% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling