+60.1%
EXPD vs VCLT
-16.7%
+76.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.5% | -2.3% | +7.8% | +6.6% |
| 30D | -0.8% | +0.8% | -1.6% | -1.2% |
| 3M | +4.1% | -2.7% | +6.8% | +5.4% |
| 6M | +25.7% | -4.3% | +30.0% | +28.2% |
| YTD | +31.4% | -4.3% | +35.7% | +33.9% |
| 1Y | +42.2% | -4.4% | +46.5% | +44.9% |
| 3Y | +77.2% | +13.8% | +63.4% | +66.2% |
| All | +60.1% | -16.7% | +76.8% | +66.3% |
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