+910.8%
EXPO vs VT
+374.2%
+536.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.0% | +0.4% | -4.5% | -4.4% |
| 30D | +2.6% | +1.0% | +1.7% | +1.8% |
| 3M | +16.0% | +2.4% | +13.6% | +13.3% |
| 6M | -5.0% | +12.0% | -17.0% | -14.0% |
| YTD | -0.2% | +15.3% | -15.6% | -11.7% |
| 1Y | -4.3% | +22.6% | -26.8% | -19.4% |
| 3Y | -20.7% | +74.7% | -95.4% | -49.8% |
| 5Y | -37.5% | +66.1% | -103.7% | -59.0% |
| 10Y | +203.3% | +225.0% | -21.7% | +17.4% |
| All | +910.8% | +374.2% | +536.6% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling