+127.7%
EXPE vs VSH
+115.4%
+12.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.3% |
| 7D | -0.5% | +14.3% | -14.8% | -5.6% |
| 30D | -6.1% | -7.9% | +1.8% | -5.5% |
| 3M | -21.3% | -19.9% | -1.5% | -18.1% |
| 6M | +19.0% | -30.5% | +49.5% | +19.6% |
| YTD | -8.4% | +85.7% | -94.1% | -44.7% |
| 1Y | -2.8% | +98.9% | -101.7% | -43.4% |
| 3Y | +120.8% | +32.1% | +88.7% | +43.8% |
| 5Y | +46.2% | +39.7% | +6.5% | -10.0% |
| All | +127.7% | +115.4% | +12.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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