+325.0%
EXPD vs VYM
+209.2%
+115.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.1% |
| 7D | +2.0% | -0.8% | +2.8% | +2.7% |
| 30D | +4.4% | -2.2% | +6.7% | +6.5% |
| 3M | +15.7% | +3.1% | +12.6% | +12.8% |
| 6M | +37.5% | +9.7% | +27.8% | +26.6% |
| YTD | +29.9% | +14.9% | +15.0% | +15.2% |
| 1Y | +57.8% | +17.6% | +40.2% | +37.1% |
| 3Y | +71.6% | +65.3% | +6.3% | +10.8% |
| 5Y | +62.2% | +78.7% | -16.5% | -1.1% |
| All | +325.0% | +209.2% | +115.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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