+62.8%
EXPD vs VSXY
+14.5%
+48.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -1.1% | -14.0% | +12.9% | +0.3% |
| 30D | +4.1% | -15.9% | +20.0% | +5.7% |
| 3M | +17.9% | +3.4% | +14.5% | +16.8% |
| 6M | +29.2% | +25.9% | +3.3% | +23.4% |
| YTD | +27.4% | +39.5% | -12.1% | +19.7% |
| 1Y | +56.8% | +194.4% | -137.5% | +32.8% |
| 3Y | +68.0% | +281.4% | -213.4% | +27.5% |
| All | +62.8% | +14.5% | +48.3% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling