+39.8%
EXPE vs VMC
+43.3%
-3.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.5% |
| 7D | -13.3% | +0.1% | -13.4% | -12.9% |
| 30D | -5.5% | +18.3% | -23.8% | -14.2% |
| 3M | -16.5% | +1.9% | -18.3% | -17.1% |
| 6M | +13.1% | +2.4% | +10.7% | +11.6% |
| YTD | -8.0% | +2.1% | -10.1% | -10.3% |
| 1Y | +1.1% | +1.5% | -0.4% | -1.1% |
| 3Y | +131.2% | +41.5% | +89.7% | +72.8% |
| 5Y | +39.8% | +46.4% | -6.6% | -3.1% |
| All | +39.8% | +43.3% | -3.6% | -3.1% |
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