+402.7%
EXPD vs VYM
+492.8%
-90.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.1% | -0.5% | +4.6% | +4.6% |
| 3M | +17.9% | +3.0% | +14.9% | +14.4% |
| 6M | +29.2% | +8.2% | +21.0% | +19.0% |
| YTD | +27.4% | +15.8% | +11.5% | +9.6% |
| 1Y | +56.8% | +20.8% | +36.0% | +29.2% |
| 3Y | +68.0% | +65.3% | +2.8% | -0.1% |
| 5Y | +61.9% | +76.6% | -14.7% | -9.8% |
| 10Y | +316.0% | +203.9% | +112.1% | +25.2% |
| All | +402.7% | +492.8% | -90.2% | -24.1% |
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