+732.4%
EXPE vs VSH
+240.4%
+492.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.8% | -6.4% | -0.8% |
| 7D | -17.8% | +12.8% | -30.5% | -21.7% |
| 30D | -3.2% | -9.0% | +5.8% | -2.2% |
| 3M | -19.0% | -12.2% | -6.8% | -18.3% |
| 6M | +17.7% | -15.9% | +33.7% | +10.4% |
| YTD | -7.8% | +103.2% | -111.0% | -42.3% |
| 1Y | -1.4% | +108.4% | -109.8% | -39.0% |
| 3Y | +121.9% | +41.6% | +80.4% | +50.3% |
| 5Y | +44.3% | +54.6% | -10.3% | -6.9% |
| 10Y | +125.4% | +138.2% | -12.8% | +16.1% |
| All | +732.4% | +240.4% | +492.0% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling