+328.6%
EXPD vs VO
+197.6%
+131.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.2% |
| 7D | +3.6% | +2.9% | +0.7% | +1.3% |
| 30D | +0.3% | +1.0% | -0.7% | -0.5% |
| 3M | +6.1% | -1.7% | +7.8% | +7.5% |
| 6M | +27.4% | +6.7% | +20.7% | +21.0% |
| YTD | +32.0% | +14.0% | +18.0% | +19.0% |
| 1Y | +40.5% | +13.7% | +26.9% | +27.0% |
| 3Y | +75.7% | +65.8% | +9.9% | +17.5% |
| 5Y | +61.7% | +36.6% | +25.1% | +25.1% |
| All | +328.6% | +197.6% | +131.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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