+67.9%
EXPD vs VYM
+66.8%
+1.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +4.1% | -1.3% | +5.3% | +5.3% |
| 3M | +13.8% | +4.1% | +9.7% | +9.9% |
| 6M | +27.3% | +9.8% | +17.5% | +16.9% |
| YTD | +25.4% | +15.3% | +10.1% | +10.6% |
| 1Y | +54.4% | +20.0% | +34.4% | +31.3% |
| 3Y | +67.9% | +66.2% | +1.6% | +6.0% |
| All | +67.9% | +66.8% | +1.0% | +6.0% |
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