+51.7%
EXPD vs VSXY
+96.5%
-44.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | -7.2% | +11.8% | -19.0% | -8.2% |
| 30D | -3.3% | +25.9% | -29.2% | -5.4% |
| 3M | +3.4% | +15.5% | -12.1% | +1.6% |
| 6M | +22.7% | +109.7% | -87.0% | +11.9% |
| YTD | +24.5% | +99.5% | -74.9% | +13.5% |
| 1Y | +38.6% | +197.5% | -158.8% | +20.2% |
| 3Y | +71.5% | +453.3% | -381.7% | +29.8% |
| 5Y | +56.2% | +110.3% | -54.0% | +30.7% |
| All | +51.7% | +96.5% | -44.8% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling