+93.1%
EXPE vs VYM
+75.8%
+17.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.4% |
| 7D | -8.7% | -1.9% | -6.8% | -6.0% |
| 30D | -13.6% | -2.6% | -11.0% | -10.1% |
| 3M | +26.6% | +3.6% | +23.1% | +20.3% |
| 6M | +19.9% | +8.7% | +11.3% | +5.6% |
| YTD | -1.7% | +14.1% | -15.8% | -20.0% |
| 1Y | +29.4% | +17.8% | +11.6% | +0.6% |
| 3Y | +155.7% | +64.5% | +91.1% | +21.2% |
| 5Y | +93.1% | +77.5% | +15.6% | -14.1% |
| All | +93.1% | +75.8% | +17.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling