+243.1%
SCHD vs EXPD
+316.4%
-73.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -2.6% | +1.2% | -3.8% | -3.1% |
| 30D | -0.3% | +5.2% | -5.5% | -2.3% |
| 3M | +6.1% | +13.2% | -7.1% | +0.8% |
| 6M | +11.7% | +30.3% | -18.6% | 0.0% |
| YTD | +26.3% | +27.0% | -0.7% | +13.1% |
| 1Y | +28.8% | +57.3% | -28.6% | +4.7% |
| 3Y | +55.0% | +70.0% | -15.0% | +19.3% |
| 5Y | +60.0% | +61.6% | -1.6% | +22.8% |
| 10Y | +243.1% | +321.1% | -77.9% | +70.2% |
| All | +243.1% | +316.4% | -73.3% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling