+91.1%
EXPE vs VSH
+65.5%
+25.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.8% | -7.6% |
| 7D | -9.8% | +6.2% | -16.0% | -11.2% |
| 30D | -11.5% | -11.1% | -0.4% | -9.1% |
| 3M | +21.7% | -44.9% | +66.6% | +39.4% |
| 6M | +10.4% | +90.0% | -79.6% | -24.3% |
| YTD | -2.5% | +118.8% | -121.3% | -38.1% |
| 1Y | +27.3% | +109.0% | -81.6% | -18.8% |
| 3Y | +153.5% | +35.6% | +117.9% | +87.8% |
| 5Y | +91.1% | +66.7% | +24.4% | +17.7% |
| All | +91.1% | +65.5% | +25.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling