+444.2%
V vs EXPD
+334.2%
+110.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.2% |
| 7D | -0.8% | -5.5% | +4.7% | +1.3% |
| 30D | +9.5% | -1.9% | +11.4% | +10.2% |
| 3M | +16.7% | +6.1% | +10.6% | +13.7% |
| 6M | +32.9% | +21.6% | +11.3% | +22.4% |
| YTD | +21.1% | +27.9% | -6.8% | +7.8% |
| 1Y | +26.6% | +39.4% | -12.8% | +8.6% |
| 3Y | +78.4% | +72.7% | +5.7% | +35.0% |
| 5Y | +105.5% | +60.3% | +45.2% | +57.0% |
| 10Y | +444.2% | +332.6% | +111.7% | +170.7% |
| All | +444.2% | +334.2% | +110.1% | +170.7% |
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