+55.8%
EXPD vs VSXY
+106.4%
-50.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +2.2% |
| 7D | -5.5% | +15.2% | -20.7% | -6.7% |
| 30D | -1.9% | +37.0% | -38.9% | -4.8% |
| 3M | +6.1% | +15.2% | -9.1% | +4.3% |
| 6M | +21.6% | +136.3% | -114.7% | +9.5% |
| YTD | +27.9% | +109.6% | -81.7% | +16.0% |
| 1Y | +39.4% | +223.7% | -184.3% | +19.8% |
| 3Y | +72.7% | +516.3% | -443.6% | +29.1% |
| 5Y | +60.3% | +125.1% | -64.8% | +33.5% |
| All | +55.8% | +106.4% | -50.6% | +29.3% |
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