+1,120.8%
EXPE vs VYM
+490.3%
+630.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.4% | -7.3% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -11.5% | -1.3% | -10.2% | -10.0% |
| 3M | +21.7% | +4.1% | +17.7% | +16.0% |
| 6M | +10.4% | +9.8% | +0.6% | -1.9% |
| YTD | -2.5% | +15.3% | -17.9% | -18.8% |
| 1Y | +27.3% | +20.0% | +7.3% | +1.2% |
| 3Y | +153.5% | +66.2% | +87.3% | +36.6% |
| 5Y | +91.1% | +77.5% | +13.6% | -2.9% |
| 10Y | +153.1% | +201.7% | -48.6% | -30.7% |
| All | +1,120.8% | +490.3% | +630.5% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling