+127.7%
EXPE vs VMC
+125.2%
+2.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | -6.1% | +15.5% | -21.5% | -12.6% |
| 3M | -21.3% | +0.6% | -21.9% | -21.2% |
| 6M | +19.0% | +2.1% | +16.9% | +18.0% |
| YTD | -8.4% | -1.6% | -6.9% | -8.3% |
| 1Y | -2.8% | -1.2% | -1.6% | -2.9% |
| 3Y | +120.8% | +35.3% | +85.4% | +81.8% |
| 5Y | +46.2% | +43.6% | +2.6% | +15.1% |
| All | +127.7% | +125.2% | +2.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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