+75.7%
EXPD vs VLTO
+55.4%
+20.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.3% |
| 30D | +0.3% | +18.7% | -18.4% | -5.6% |
| 3M | +6.1% | +21.7% | -15.6% | -1.1% |
| 6M | +27.4% | +35.8% | -8.5% | +13.6% |
| YTD | +32.0% | +18.3% | +13.7% | +24.0% |
| 1Y | +40.5% | +20.9% | +19.6% | +30.7% |
| 3Y | +75.7% | +68.8% | +6.8% | +52.4% |
| All | +75.7% | +55.4% | +20.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling