+855.0%
EXPE vs VMC
+388.0%
+467.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -9.5% | -4.3% | -5.2% | -7.7% |
| 30D | -6.6% | -8.2% | +1.6% | -2.9% |
| 3M | +31.4% | -7.0% | +38.4% | +35.7% |
| 6M | +35.2% | -10.8% | +45.9% | +41.8% |
| YTD | +5.8% | -7.4% | +13.2% | +8.6% |
| 1Y | +38.7% | -9.5% | +48.2% | +43.7% |
| 3Y | +175.8% | +20.5% | +155.3% | +147.1% |
| 5Y | +111.8% | +51.6% | +60.3% | +70.8% |
| 10Y | +179.7% | +150.0% | +29.7% | +72.3% |
| All | +855.0% | +388.0% | +467.0% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling