+24.5%
EXPO vs VT
+76.6%
-52.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.6% |
| 7D | +13.4% | -0.3% | +13.7% | +13.6% |
| 30D | +27.2% | -1.4% | +28.6% | +28.2% |
| 3M | +29.4% | -1.4% | +30.8% | +30.4% |
| 6M | +35.9% | +5.5% | +30.4% | +29.4% |
| YTD | +27.6% | +12.8% | +14.8% | +15.0% |
| 1Y | +24.1% | +15.4% | +8.7% | +9.7% |
| All | +24.5% | +76.6% | -52.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling