+75.8%
VT vs EXPE
+176.2%
-100.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.4% | -9.5% | +10.0% | +1.8% |
| 30D | +1.0% | -6.6% | +7.6% | +1.8% |
| 3M | +2.4% | +31.4% | -29.0% | -1.9% |
| 6M | +12.0% | +35.2% | -23.2% | +6.4% |
| YTD | +15.3% | +5.8% | +9.5% | +13.3% |
| 1Y | +22.6% | +38.7% | -16.1% | +14.4% |
| All | +75.8% | +176.2% | -100.4% | +45.8% |
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