+1,917.9%
VRT vs EXPE
+103.3%
+1,814.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.7% | +9.6% |
| 7D | -10.6% | -13.3% | +2.7% | -6.8% |
| 30D | -17.4% | -5.5% | -11.9% | -17.1% |
| 3M | -26.4% | -16.5% | -9.9% | -23.7% |
| 6M | -41.0% | +13.1% | -54.1% | -46.4% |
| YTD | +23.8% | -8.0% | +31.8% | +18.2% |
| 1Y | +11.6% | +1.1% | +10.5% | +2.4% |
| 3Y | +403.5% | +131.2% | +272.3% | +211.1% |
| 5Y | +647.0% | +39.8% | +607.3% | +439.5% |
| All | +1,917.9% | +103.3% | +1,814.6% | +819.9% |
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 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