+297.8%
VTI vs EXPE
+169.0%
+128.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -0.9% | -5.8% | +4.9% | +0.3% |
| 30D | -1.4% | -13.6% | +12.2% | +1.5% |
| 3M | +3.6% | +25.2% | -21.6% | -2.2% |
| 6M | +13.6% | +22.3% | -8.7% | +7.3% |
| YTD | +12.9% | -0.3% | +13.2% | +10.6% |
| 1Y | +17.2% | +27.8% | -10.6% | +7.5% |
| 3Y | +75.7% | +162.4% | -86.8% | +31.0% |
| 5Y | +75.4% | +95.8% | -20.4% | +34.2% |
| All | +297.8% | +169.0% | +128.8% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling