+377.4%
VT vs EXPE
+1,071.0%
-693.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +0.4% | -9.5% | +10.0% | +2.8% |
| 30D | +1.0% | -6.6% | +7.6% | +2.4% |
| 3M | +2.4% | +31.4% | -29.0% | -4.8% |
| 6M | +12.0% | +35.2% | -23.2% | +2.6% |
| YTD | +15.3% | +5.8% | +9.5% | +11.2% |
| 1Y | +22.6% | +38.7% | -16.1% | +9.5% |
| 3Y | +74.7% | +175.8% | -101.1% | +26.1% |
| 5Y | +66.1% | +111.8% | -45.7% | +22.4% |
| 10Y | +225.0% | +179.7% | +45.3% | +100.9% |
| All | +377.4% | +1,071.0% | -693.5% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling