+153.5%
EXPE vs VSH
+32.2%
+121.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -7.7% |
| 7D | -9.8% | +6.2% | -16.0% | -10.7% |
| 30D | -11.5% | -11.1% | -0.4% | -9.9% |
| 3M | +21.7% | -44.9% | +66.6% | +34.2% |
| 6M | +10.4% | +90.0% | -79.6% | -18.3% |
| YTD | -2.5% | +118.8% | -121.3% | -32.2% |
| 1Y | +27.3% | +109.0% | -81.6% | -11.1% |
| 3Y | +153.5% | +35.6% | +117.9% | +101.8% |
| All | +153.5% | +32.2% | +121.3% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling