+38.6%
EXPD vs VCLT
-3.1%
+41.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -7.2% | +0.3% | -7.4% | -7.2% |
| 30D | -3.3% | +3.7% | -6.9% | -4.3% |
| 3M | +3.4% | -1.0% | +4.4% | +3.7% |
| 6M | +22.7% | -3.4% | +26.0% | +23.7% |
| YTD | +24.5% | -2.6% | +27.1% | +24.6% |
| 1Y | +38.6% | -3.3% | +41.9% | +39.7% |
| All | +38.6% | -3.1% | +41.8% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling