+1,096.6%
EXPE vs VT
+374.2%
+722.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.5% | +0.4% | -10.0% | -10.0% |
| 30D | -6.6% | +1.0% | -7.6% | -7.8% |
| 3M | +31.4% | +2.4% | +29.0% | +27.0% |
| 6M | +35.2% | +12.0% | +23.2% | +16.6% |
| YTD | +5.8% | +15.3% | -9.5% | -11.7% |
| 1Y | +38.7% | +22.6% | +16.1% | +7.8% |
| 3Y | +175.8% | +74.7% | +101.1% | +42.9% |
| 5Y | +111.8% | +66.1% | +45.7% | +20.5% |
| 10Y | +179.7% | +225.0% | -45.3% | -20.7% |
| All | +1,096.6% | +374.2% | +722.4% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling