+728.4%
VGT vs EXPE
+123.5%
+604.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -9.5% | -6.1% | -3.4% | -8.7% |
| 3M | -9.5% | -21.3% | +11.8% | -5.2% |
| 6M | -1.8% | +19.0% | -20.8% | -7.9% |
| YTD | +18.4% | -8.4% | +26.8% | +16.9% |
| 1Y | +18.7% | -2.8% | +21.5% | +15.2% |
| 3Y | +103.8% | +120.8% | -16.9% | +53.0% |
| 5Y | +104.4% | +46.2% | +58.2% | +63.3% |
| All | +728.4% | +123.5% | +604.9% | +399.1% |
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