+1,168.2%
EXPE vs VT
+363.9%
+804.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.7% | +8.8% | +8.5% |
| 7D | +14.6% | -0.3% | +14.9% | +15.2% |
| 30D | +21.4% | -1.4% | +22.8% | +23.4% |
| 3M | +1.4% | -1.4% | +2.8% | +2.9% |
| 6M | +28.6% | +5.5% | +23.1% | +19.5% |
| YTD | +12.1% | +12.8% | -0.7% | -4.0% |
| 1Y | +50.0% | +15.4% | +34.6% | +25.3% |
| 3Y | +184.1% | +76.9% | +107.3% | +44.6% |
| 5Y | +103.3% | +60.4% | +42.9% | +20.6% |
| 10Y | +165.3% | +232.8% | -67.5% | -26.5% |
| All | +1,168.2% | +363.9% | +804.4% | +153.9% |
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 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