+162.3%
EXPE vs VLTO
+56.1%
+106.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.6% |
| 7D | -13.3% | +2.0% | -15.4% | -14.5% |
| 30D | -5.5% | +21.8% | -27.3% | -17.7% |
| 3M | -16.5% | +20.2% | -36.7% | -26.6% |
| 6M | +13.1% | +36.3% | -23.2% | -8.9% |
| YTD | -8.0% | +18.8% | -26.8% | -18.5% |
| 1Y | +1.1% | +20.4% | -19.3% | -11.2% |
| 3Y | +131.2% | +71.9% | +59.2% | +68.1% |
| All | +162.3% | +56.1% | +106.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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