+78.0%
EXPD vs VIG
+67.2%
+10.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.6% | +3.1% | +0.5% | +0.8% |
| 30D | +0.3% | +5.0% | -4.8% | -4.2% |
| 3M | +6.1% | +2.7% | +3.4% | +3.5% |
| 6M | +27.4% | +11.0% | +16.4% | +15.7% |
| YTD | +32.0% | +16.0% | +16.0% | +15.5% |
| 1Y | +40.5% | +16.3% | +24.3% | +22.7% |
| All | +78.0% | +67.2% | +10.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling