+1,934.0%
VRT vs EXPE
+102.4%
+1,831.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +10.5% | -0.5% | +11.0% | +10.8% |
| 30D | -9.3% | -6.1% | -3.2% | -8.7% |
| 3M | -29.6% | -21.3% | -8.3% | -25.4% |
| 6M | -45.4% | +19.0% | -64.4% | -51.2% |
| YTD | +24.8% | -8.4% | +33.2% | +19.4% |
| 1Y | +23.6% | -2.8% | +26.4% | +15.3% |
| 3Y | +379.7% | +120.8% | +258.9% | +202.2% |
| 5Y | +660.3% | +46.2% | +614.1% | +441.1% |
| All | +1,934.0% | +102.4% | +1,831.6% | +829.2% |
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