+798.7%
VTI vs EXPE
+723.5%
+75.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -1.5% | -6.1% | +4.6% | -0.7% |
| 3M | -3.2% | -21.3% | +18.1% | +1.2% |
| 6M | +2.3% | +19.0% | -16.7% | -3.2% |
| YTD | +11.6% | -8.4% | +20.1% | +10.5% |
| 1Y | +13.8% | -2.8% | +16.6% | +10.9% |
| 3Y | +77.4% | +120.8% | -43.3% | +37.5% |
| 5Y | +64.6% | +46.2% | +18.4% | +34.8% |
| 10Y | +290.6% | +123.8% | +166.7% | +163.3% |
| All | +798.7% | +723.5% | +75.2% | +217.3% |
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