+436.7%
EXPD vs VIG
+630.3%
-193.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -7.2% | -1.8% | -5.4% | -5.3% |
| 30D | -3.3% | +2.7% | -5.9% | -6.3% |
| 3M | +3.4% | 0.0% | +3.4% | +3.3% |
| 6M | +22.7% | +6.8% | +15.9% | +13.7% |
| YTD | +24.5% | +12.1% | +12.5% | +9.2% |
| 1Y | +38.6% | +14.8% | +23.8% | +18.3% |
| 3Y | +71.5% | +62.4% | +9.1% | -2.2% |
| 5Y | +56.2% | +59.6% | -3.3% | -8.8% |
| 10Y | +310.5% | +261.5% | +49.0% | -14.5% |
| All | +436.7% | +630.3% | -193.6% | -60.1% |
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