+226.3%
VTV vs EXPE
+165.2%
+61.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -2.1% | -8.7% | +6.6% | -0.5% |
| 30D | -1.3% | -13.6% | +12.3% | +1.2% |
| 3M | +5.6% | +26.6% | -21.0% | +0.4% |
| 6M | +12.4% | +19.9% | -7.6% | +7.5% |
| YTD | +17.6% | -1.7% | +19.4% | +15.9% |
| 1Y | +23.5% | +29.4% | -5.9% | +14.3% |
| 3Y | +67.0% | +155.7% | -88.6% | +29.7% |
| 5Y | +80.5% | +93.1% | -12.5% | +41.9% |
| All | +226.3% | +165.2% | +61.2% | +109.7% |
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