+1,152.8%
EXPE vs VIG
+623.5%
+529.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -9.5% | -0.4% | -9.1% | -9.0% |
| 30D | -6.6% | -1.0% | -5.7% | -5.4% |
| 3M | +31.4% | +2.8% | +28.6% | +26.9% |
| 6M | +35.2% | +8.2% | +27.0% | +21.7% |
| YTD | +5.8% | +11.0% | -5.2% | -7.7% |
| 1Y | +38.7% | +16.1% | +22.5% | +14.3% |
| 3Y | +175.8% | +56.2% | +119.6% | +56.6% |
| 5Y | +111.8% | +63.0% | +48.9% | +16.3% |
| 10Y | +179.7% | +241.4% | -61.7% | -39.9% |
| All | +1,152.8% | +623.5% | +529.3% | +5.2% |
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 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