+966.7%
EXPE vs VIG
+650.0%
+316.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.4% |
| 7D | -11.2% | +1.0% | -12.2% | -11.8% |
| 30D | -7.5% | +4.5% | -12.0% | -12.1% |
| 3M | -19.1% | +2.1% | -21.1% | -20.6% |
| 6M | +10.7% | +10.5% | +0.3% | -2.1% |
| YTD | -9.9% | +15.1% | -25.0% | -24.5% |
| 1Y | -4.6% | +16.9% | -21.5% | -21.5% |
| 3Y | +116.8% | +65.6% | +51.2% | +14.6% |
| 5Y | +38.6% | +64.4% | -25.8% | -24.1% |
| 10Y | +115.9% | +260.6% | -144.8% | -56.5% |
| All | +966.7% | +650.0% | +316.7% | -13.9% |
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