+789.2%
VGT vs EXPE
+165.2%
+624.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -1.0% | -8.7% | +7.6% | +1.1% |
| 30D | -0.4% | -13.6% | +13.2% | +2.8% |
| 3M | +6.6% | +26.6% | -20.0% | -0.7% |
| 6M | +31.0% | +19.9% | +11.1% | +23.1% |
| YTD | +27.2% | -1.7% | +29.0% | +24.5% |
| 1Y | +34.5% | +29.4% | +5.0% | +21.2% |
| 3Y | +123.1% | +155.7% | -32.5% | +61.9% |
| 5Y | +135.1% | +93.1% | +42.0% | +76.3% |
| All | +789.2% | +165.2% | +624.1% | +439.6% |
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