+13.8%
VRT vs EXPE
+48.9%
-35.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.5% | -23.4% | -10.6% |
| 7D | -15.4% | +14.6% | -30.0% | -12.6% |
| 30D | -19.0% | +21.4% | -40.4% | -15.6% |
| 3M | -23.8% | +1.4% | -25.2% | -22.3% |
| 6M | -37.9% | +28.6% | -66.5% | -35.3% |
| YTD | +27.0% | +12.1% | +14.8% | +32.8% |
| 1Y | +13.8% | +50.0% | -36.2% | +16.9% |
| All | +13.8% | +48.9% | -35.1% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling