+156.4%
EXPE vs VMC
+154.4%
+2.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -8.7% | -3.7% | -5.0% | -6.8% |
| 30D | -13.6% | -12.8% | -0.9% | -7.3% |
| 3M | +26.6% | -7.9% | +34.6% | +32.1% |
| 6M | +19.9% | -7.5% | +27.5% | +24.6% |
| YTD | -1.7% | -11.6% | +9.9% | +3.7% |
| 1Y | +29.4% | -14.3% | +43.7% | +38.6% |
| 3Y | +155.7% | +18.5% | +137.2% | +125.7% |
| 5Y | +93.1% | +46.8% | +46.3% | +51.0% |
| All | +156.4% | +154.4% | +2.0% | +53.2% |
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