+1,091.3%
VUG vs EXPE
+710.1%
+381.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.3% |
| 7D | -1.2% | -11.2% | +10.0% | +1.3% |
| 30D | -8.9% | -7.5% | -1.4% | -7.8% |
| 3M | -5.9% | -19.1% | +13.2% | -2.2% |
| 6M | -3.3% | +10.7% | -14.0% | -7.1% |
| YTD | +3.4% | -9.9% | +13.3% | +2.8% |
| 1Y | +1.9% | -4.6% | +6.5% | -0.2% |
| 3Y | +76.9% | +116.8% | -39.9% | +37.7% |
| 5Y | +63.9% | +38.6% | +25.3% | +36.6% |
| 10Y | +396.2% | +115.9% | +280.3% | +240.3% |
| All | +1,091.3% | +710.1% | +381.2% | +343.6% |
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