+459.0%
EXPD vs VT
+374.2%
+84.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +17.9% | +2.4% | +15.5% | +15.2% |
| 6M | +29.2% | +12.0% | +17.2% | +16.2% |
| YTD | +27.4% | +15.3% | +12.0% | +11.7% |
| 1Y | +56.8% | +22.6% | +34.3% | +30.2% |
| 3Y | +68.0% | +74.7% | -6.6% | +1.5% |
| 5Y | +61.9% | +66.1% | -4.3% | +2.1% |
| 10Y | +316.0% | +225.0% | +91.0% | +41.7% |
| All | +459.0% | +374.2% | +84.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling