+126.5%
EXPE vs VT
+214.8%
-88.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.7% | -8.1% |
| 7D | -3.6% | -4.2% | +0.5% | +2.9% |
| 30D | +4.8% | -5.8% | +10.6% | +14.3% |
| 3M | -14.6% | -5.2% | -9.4% | -7.7% |
| 6M | +10.0% | +0.1% | +9.8% | +9.0% |
| YTD | -3.3% | +8.2% | -11.5% | -14.3% |
| 1Y | +28.4% | +10.1% | +18.3% | +11.2% |
| 3Y | +145.1% | +69.7% | +75.4% | +16.2% |
| 5Y | +51.6% | +53.4% | -1.7% | -14.7% |
| All | +126.5% | +214.8% | -88.3% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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