-19.9%
EXPO vs VT
+75.0%
-94.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.0% | +0.4% | -4.5% | -4.3% |
| 30D | +2.6% | +1.0% | +1.7% | +1.9% |
| 3M | +16.0% | +2.4% | +13.6% | +13.7% |
| 6M | -5.0% | +12.0% | -17.0% | -13.7% |
| YTD | -0.2% | +15.3% | -15.6% | -11.5% |
| 1Y | -4.3% | +22.6% | -26.8% | -19.7% |
| All | -19.9% | +75.0% | -94.9% | -56.0% |
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