+421.0%
EXPD vs VYM
+499.3%
-78.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +3.6% | +3.3% | +0.3% | +0.2% |
| 30D | +0.3% | +3.8% | -3.5% | -3.5% |
| 3M | +6.1% | -0.4% | +6.5% | +6.5% |
| 6M | +27.4% | +7.1% | +20.2% | +18.6% |
| YTD | +32.0% | +17.1% | +14.9% | +12.3% |
| 1Y | +40.5% | +18.4% | +22.1% | +18.2% |
| 3Y | +75.7% | +74.5% | +1.1% | -1.2% |
| 5Y | +61.7% | +72.5% | -10.8% | -7.6% |
| 10Y | +336.8% | +206.9% | +129.9% | +30.4% |
| All | +421.0% | +499.3% | -78.4% | -22.2% |
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