+448.9%
EXPD vs VIG
+623.5%
-174.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.7% |
| 30D | +4.1% | -1.0% | +5.0% | +5.2% |
| 3M | +17.9% | +2.8% | +15.1% | +14.3% |
| 6M | +29.2% | +8.2% | +21.0% | +17.9% |
| YTD | +27.4% | +11.0% | +16.3% | +13.0% |
| 1Y | +56.8% | +16.1% | +40.7% | +32.2% |
| 3Y | +68.0% | +56.2% | +11.9% | +0.3% |
| 5Y | +61.9% | +63.0% | -1.1% | -7.8% |
| 10Y | +316.0% | +241.4% | +74.6% | -6.9% |
| All | +448.9% | +623.5% | -174.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling