+730.4%
EXPE vs VO
+617.7%
+112.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -3.3% |
| 7D | -13.3% | -0.1% | -13.2% | -12.8% |
| 30D | -5.5% | +0.5% | -6.0% | -5.6% |
| 3M | -16.5% | -1.0% | -15.4% | -15.0% |
| 6M | +13.1% | +6.4% | +6.7% | +5.5% |
| YTD | -8.0% | +13.6% | -21.6% | -20.4% |
| 1Y | +1.1% | +14.5% | -13.4% | -13.0% |
| 3Y | +131.2% | +67.2% | +63.9% | +30.1% |
| 5Y | +39.8% | +36.1% | +3.7% | +3.1% |
| 10Y | +118.5% | +199.3% | -80.9% | -30.5% |
| All | +730.4% | +617.7% | +112.8% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling