+619.5%
VRT vs EXPE
+176.2%
+443.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.0% | +4.7% |
| 7D | +9.1% | -9.5% | +18.7% | +11.3% |
| 30D | +0.9% | -6.6% | +7.6% | +2.0% |
| 3M | -13.4% | +31.4% | -44.8% | -20.2% |
| 6M | +11.7% | +35.2% | -23.5% | +0.7% |
| YTD | +73.2% | +5.8% | +67.4% | +66.9% |
| 1Y | +123.4% | +38.7% | +84.7% | +92.4% |
| All | +619.5% | +176.2% | +443.3% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling