+313.8%
EXPD vs VCLT
+14.8%
+299.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +4.1% | -0.9% | +4.9% | +4.4% |
| 3M | +17.9% | -3.2% | +21.1% | +19.2% |
| 6M | +29.2% | -3.8% | +33.0% | +30.9% |
| YTD | +27.4% | -2.0% | +29.4% | +28.1% |
| 1Y | +56.8% | -0.8% | +57.6% | +57.1% |
| 3Y | +68.0% | +12.3% | +55.8% | +61.5% |
| 5Y | +61.9% | -15.4% | +77.3% | +65.6% |
| All | +313.8% | +14.8% | +299.1% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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