+91.1%
EXPE vs VMC
+52.4%
+38.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.2% | -6.9% |
| 7D | -9.8% | -0.5% | -9.2% | -9.4% |
| 30D | -11.5% | -9.1% | -2.4% | -6.4% |
| 3M | +21.7% | -4.1% | +25.9% | +24.7% |
| 6M | +10.4% | -5.5% | +15.9% | +13.7% |
| YTD | -2.5% | -8.9% | +6.4% | +1.4% |
| 1Y | +27.3% | -12.9% | +40.3% | +35.9% |
| 3Y | +153.5% | +22.1% | +131.4% | +109.2% |
| 5Y | +91.1% | +52.7% | +38.4% | +34.4% |
| All | +91.1% | +52.4% | +38.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling