+2,138.9%
VGT vs EXPE
+723.5%
+1,415.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 6M | -1.8% | +19.0% | -20.8% | -7.9% |
| YTD | +18.4% | -8.4% | +26.8% | +16.8% |
| 1Y | +18.7% | -2.8% | +21.5% | +15.2% |
| 3Y | +103.8% | +120.8% | -16.9% | +54.2% |
| 5Y | +104.4% | +46.2% | +58.2% | +65.2% |
| 10Y | +716.9% | +123.8% | +593.1% | +436.6% |
| All | +2,138.9% | +723.5% | +1,415.4% | +656.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling