+156.8%
EXPE vs VLTO
+56.3%
+100.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -11.2% | +1.6% | -12.8% | -12.1% |
| 30D | -7.5% | +22.0% | -29.4% | -19.5% |
| 3M | -19.1% | +21.9% | -41.0% | -29.6% |
| 6M | +10.7% | +36.5% | -25.8% | -10.9% |
| YTD | -9.9% | +19.0% | -28.9% | -20.2% |
| 1Y | -4.6% | +21.0% | -25.6% | -16.5% |
| 3Y | +116.8% | +69.9% | +46.9% | +58.9% |
| All | +156.8% | +56.3% | +100.5% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling