+423.1%
VUG vs EXPE
+155.4%
+267.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.9% | +7.5% | +1.4% |
| 7D | +0.9% | -9.8% | +10.6% | +3.2% |
| 30D | -1.4% | -11.5% | +10.1% | +1.1% |
| 3M | +2.3% | +21.7% | -19.4% | -3.1% |
| 6M | +15.7% | +10.4% | +5.3% | +11.5% |
| YTD | +8.6% | -2.5% | +11.2% | +6.9% |
| 1Y | +14.1% | +27.3% | -13.3% | +4.1% |
| 3Y | +87.9% | +153.5% | -65.6% | +39.4% |
| 5Y | +76.3% | +91.1% | -14.8% | +34.9% |
| All | +423.1% | +155.4% | +267.7% | +226.8% |
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