+153.1%
EXPE vs VO
+192.5%
-39.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.1% |
| 7D | -9.8% | +0.6% | -10.4% | -10.5% |
| 30D | -11.5% | -1.1% | -10.4% | -10.2% |
| 3M | +21.7% | +4.5% | +17.2% | +15.0% |
| 6M | +10.4% | +11.1% | -0.7% | -3.8% |
| YTD | -2.5% | +13.5% | -16.1% | -17.4% |
| 1Y | +27.3% | +14.5% | +12.9% | +7.2% |
| 3Y | +153.5% | +58.1% | +95.4% | +43.3% |
| 5Y | +91.1% | +43.3% | +47.8% | +25.0% |
| 10Y | +153.1% | +193.2% | -40.1% | -20.3% |
| All | +153.1% | +192.5% | -39.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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