+87.9%
VUG vs EXPE
+162.6%
-74.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.9% | +7.5% | +1.0% |
| 7D | +0.9% | -9.8% | +10.6% | +2.6% |
| 30D | -1.4% | -11.5% | +10.1% | +0.4% |
| 3M | +2.3% | +21.7% | -19.4% | -2.0% |
| 6M | +15.7% | +10.4% | +5.3% | +12.3% |
| YTD | +8.6% | -2.5% | +11.2% | +7.5% |
| 1Y | +14.1% | +27.3% | -13.3% | +5.9% |
| 3Y | +87.9% | +153.5% | -65.6% | +54.7% |
| All | +87.9% | +162.6% | -74.7% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling