+77.2%
EXPD vs VYM
+74.7%
+2.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +5.5% | +3.7% | +1.8% | +2.2% |
| 30D | -0.8% | +3.7% | -4.5% | -4.0% |
| 3M | +4.1% | -0.7% | +4.9% | +4.8% |
| 6M | +25.7% | +7.2% | +18.5% | +18.0% |
| YTD | +31.4% | +16.9% | +14.5% | +14.4% |
| 1Y | +42.2% | +19.6% | +22.6% | +21.4% |
| 3Y | +77.2% | +74.6% | +2.6% | +7.8% |
| All | +77.2% | +74.7% | +2.4% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling