+312.6%
EXPD vs VT
+224.5%
+88.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | +0.4% | -1.6% | -1.5% |
| 30D | +4.1% | +1.0% | +3.1% | +3.3% |
| 3M | +17.9% | +2.4% | +15.5% | +15.4% |
| 6M | +29.2% | +12.0% | +17.2% | +17.0% |
| YTD | +27.4% | +15.3% | +12.0% | +12.6% |
| 1Y | +56.8% | +22.6% | +34.3% | +31.6% |
| 3Y | +68.0% | +74.7% | -6.6% | +4.0% |
| 5Y | +61.9% | +66.1% | -4.3% | +4.3% |
| All | +312.6% | +224.5% | +88.2% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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