+135.2%
VGT vs EXPE
+89.3%
+45.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -11.5% | +13.0% | +4.4% |
| 30D | +0.5% | -13.1% | +13.6% | +3.6% |
| 3M | +5.3% | +18.1% | -12.9% | -0.4% |
| 6M | +32.4% | +13.3% | +19.2% | +26.0% |
| YTD | +28.6% | -3.2% | +31.8% | +26.4% |
| 1Y | +37.6% | +26.1% | +11.5% | +24.2% |
| 3Y | +125.5% | +151.7% | -26.2% | +59.3% |
| 5Y | +135.2% | +88.3% | +46.8% | +73.8% |
| All | +135.2% | +89.3% | +45.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling