+160.5%
VEA vs EXPE
+123.5%
+37.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +0.2% | -6.1% | +6.3% | +1.0% |
| 3M | -5.3% | -21.3% | +16.0% | -1.6% |
| 6M | -0.9% | +19.0% | -19.9% | -5.6% |
| YTD | +12.2% | -8.4% | +20.6% | +11.3% |
| 1Y | +16.1% | -2.8% | +18.9% | +13.5% |
| 3Y | +73.0% | +120.8% | -47.8% | +36.0% |
| 5Y | +53.7% | +46.2% | +7.5% | +27.2% |
| All | +160.5% | +123.5% | +37.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling