+348.0%
VT vs EXPE
+970.5%
-622.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.7% | +9.7% | -0.8% |
| 7D | -4.2% | -3.6% | -0.5% | -3.7% |
| 30D | -5.8% | +4.8% | -10.6% | -7.4% |
| 3M | -5.2% | -14.6% | +9.4% | -2.6% |
| 6M | +0.1% | +10.0% | -9.8% | -3.9% |
| YTD | +8.2% | -3.3% | +11.5% | +5.7% |
| 1Y | +10.1% | +28.4% | -18.3% | -0.4% |
| 3Y | +69.7% | +145.1% | -75.4% | +25.8% |
| 5Y | +53.4% | +51.6% | +1.7% | +22.7% |
| 10Y | +219.2% | +128.8% | +90.4% | +106.4% |
| All | +348.0% | +970.5% | -622.5% | +31.4% |
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