+1,155.9%
VUG vs EXPE
+851.4%
+304.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.1% | -9.5% | +9.4% | +2.2% |
| 30D | -0.3% | -6.6% | +6.3% | +1.0% |
| 3M | -0.7% | +31.4% | -32.1% | -7.5% |
| 6M | +14.6% | +35.2% | -20.6% | +5.3% |
| YTD | +9.0% | +5.8% | +3.2% | +5.3% |
| 1Y | +14.9% | +38.7% | -23.8% | +3.2% |
| 3Y | +86.0% | +175.8% | -89.7% | +37.3% |
| 5Y | +76.7% | +111.8% | -35.1% | +34.1% |
| 10Y | +411.3% | +179.7% | +231.6% | +232.7% |
| All | +1,155.9% | +851.4% | +304.4% | +354.4% |
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