+600.3%
EXPD vs VCLT
+102.2%
+498.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -7.2% | +0.3% | -7.4% | -7.2% |
| 30D | -3.3% | +3.7% | -6.9% | -3.6% |
| 3M | +3.4% | -1.0% | +4.4% | +3.5% |
| 6M | +22.7% | -3.4% | +26.0% | +23.1% |
| YTD | +24.5% | -2.6% | +27.1% | +24.8% |
| 1Y | +38.6% | -3.3% | +41.9% | +39.0% |
| 3Y | +71.5% | +17.3% | +54.2% | +70.2% |
| 5Y | +56.2% | -17.0% | +73.3% | +51.1% |
| 10Y | +310.5% | +18.1% | +292.3% | +338.2% |
| All | +600.3% | +102.2% | +498.1% | +912.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling