-2.8%
EXPE vs VLTO
+21.9%
-24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | -0.5% | +1.0% | -1.5% | -1.4% |
| 30D | -6.1% | +17.5% | -23.6% | -18.4% |
| 3M | -21.3% | +21.4% | -42.7% | -33.6% |
| 6M | +19.0% | +38.1% | -19.1% | -10.8% |
| YTD | -8.4% | +19.0% | -27.4% | -19.5% |
| 1Y | -2.8% | +20.7% | -23.4% | -15.5% |
| All | -2.8% | +21.9% | -24.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling