+855.0%
EXPE vs VO
+621.5%
+233.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.4% |
| 7D | -9.5% | -0.3% | -9.3% | -9.2% |
| 30D | -6.6% | -0.3% | -6.3% | -6.2% |
| 3M | +31.4% | +2.9% | +28.4% | +27.0% |
| 6M | +35.2% | +9.3% | +25.8% | +21.5% |
| YTD | +5.8% | +14.2% | -8.4% | -9.4% |
| 1Y | +38.7% | +15.3% | +23.4% | +17.9% |
| 3Y | +175.8% | +56.2% | +119.5% | +67.8% |
| 5Y | +111.8% | +42.4% | +69.4% | +47.4% |
| 10Y | +179.7% | +194.7% | -15.0% | -10.1% |
| All | +855.0% | +621.5% | +233.5% | +28.0% |
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