+6.8%
VRT vs EXPE
-0.5%
+7.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.7% | +9.6% |
| 7D | -10.6% | -13.3% | +2.7% | -11.4% |
| 30D | -17.4% | -5.5% | -11.9% | -16.9% |
| 3M | -26.4% | -16.5% | -9.9% | -26.9% |
| 6M | -41.0% | +13.1% | -54.1% | -40.5% |
| YTD | +23.8% | -8.0% | +31.8% | +26.9% |
| All | +6.8% | -0.5% | +7.3% | +7.2% |
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 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