+62.8%
EXPD vs VCLT
-15.0%
+77.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +4.1% | -0.9% | +4.9% | +4.5% |
| 3M | +17.9% | -3.2% | +21.1% | +19.6% |
| 6M | +29.2% | -3.8% | +33.0% | +31.4% |
| YTD | +27.4% | -2.0% | +29.4% | +28.4% |
| 1Y | +56.8% | -0.8% | +57.6% | +57.2% |
| 3Y | +68.0% | +12.3% | +55.8% | +59.1% |
| All | +62.8% | -15.0% | +77.7% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling