+403.7%
EXPD vs VYM
+493.3%
-89.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -2.1% | +3.0% | -5.1% | -5.0% |
| 3M | +5.7% | -1.0% | +6.7% | +6.8% |
| 6M | +21.4% | +6.4% | +15.0% | +13.8% |
| YTD | +27.6% | +15.9% | +11.7% | +9.7% |
| 1Y | +36.1% | +18.7% | +17.4% | +14.1% |
| 3Y | +69.9% | +72.8% | -2.9% | -3.5% |
| 5Y | +59.7% | +71.2% | -11.6% | -8.1% |
| 10Y | +323.0% | +203.5% | +119.6% | +27.7% |
| All | +403.7% | +493.3% | -89.6% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling