+120.8%
EXPE vs VLTO
+70.6%
+50.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | -0.5% | +1.0% | -1.5% | -1.2% |
| 30D | -6.1% | +17.5% | -23.6% | -16.3% |
| 3M | -21.3% | +21.4% | -42.7% | -31.5% |
| 6M | +19.0% | +38.1% | -19.1% | -5.5% |
| YTD | -8.4% | +19.0% | -27.4% | -19.1% |
| 1Y | -2.8% | +20.7% | -23.4% | -15.0% |
| 3Y | +120.8% | +64.3% | +56.5% | +79.1% |
| All | +120.8% | +70.6% | +50.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling