+201.6%
EXPE vs VLTO
+27.2%
+174.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.6% |
| 7D | -9.5% | -2.3% | -7.2% | -8.0% |
| 30D | -6.6% | -0.9% | -5.8% | -6.1% |
| 3M | +31.4% | +13.8% | +17.6% | +20.4% |
| 6M | +35.2% | +2.0% | +33.2% | +33.5% |
| YTD | +5.8% | -3.2% | +9.0% | +8.3% |
| 1Y | +38.7% | -9.2% | +47.8% | +47.2% |
| All | +201.6% | +27.2% | +174.4% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling