+730.4%
EXPE vs VSH
+208.5%
+521.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.4% | -13.5% | -5.0% |
| 7D | -13.3% | +3.5% | -16.8% | -15.1% |
| 30D | -5.5% | -22.4% | +16.9% | +1.4% |
| 3M | -16.5% | -25.2% | +8.7% | -10.6% |
| 6M | +13.1% | -22.5% | +35.6% | +9.3% |
| YTD | -8.0% | +84.2% | -92.2% | -40.3% |
| 1Y | +1.1% | +87.1% | -86.0% | -34.9% |
| 3Y | +131.2% | +31.7% | +99.5% | +60.7% |
| 5Y | +39.8% | +42.6% | -2.8% | -7.1% |
| 10Y | +118.5% | +116.6% | +1.9% | +16.6% |
| All | +730.4% | +208.5% | +521.9% | +152.1% |
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