+168.6%
EXPE vs VTEB
+26.6%
+142.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.8% |
| 7D | -9.8% | -0.2% | -9.5% | -9.4% |
| 30D | -11.5% | -1.6% | -9.9% | -9.1% |
| 3M | +21.7% | -2.0% | +23.7% | +26.0% |
| 6M | +10.4% | -1.7% | +12.1% | +13.7% |
| YTD | -2.5% | -0.6% | -1.9% | -1.3% |
| 1Y | +27.3% | +1.8% | +25.5% | +24.0% |
| 3Y | +153.5% | +9.6% | +143.9% | +117.2% |
| 5Y | +91.1% | +2.1% | +89.0% | +82.8% |
| 10Y | +153.1% | +18.9% | +134.2% | +142.3% |
| All | +168.6% | +26.6% | +142.0% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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