+52.8%
EXPD vs VSXY
+42.7%
+10.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.9% |
| 7D | -0.9% | -6.8% | +5.8% | -0.4% |
| 30D | +4.1% | -20.4% | +24.4% | +6.1% |
| 3M | +13.8% | +2.9% | +10.9% | +12.9% |
| 6M | +27.3% | +67.9% | -40.6% | +18.3% |
| YTD | +25.4% | +44.9% | -19.4% | +18.0% |
| 1Y | +54.4% | +205.9% | -151.6% | +32.1% |
| 3Y | +67.9% | +373.9% | -306.0% | +27.6% |
| 5Y | +59.2% | +23.5% | +35.7% | +36.8% |
| All | +52.8% | +42.7% | +10.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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