+96.3%
VCIT vs EXPD
+620.2%
-523.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.3% |
| 7D | +0.5% | -4.8% | +5.3% | +0.5% |
| 30D | +2.1% | -1.5% | +3.6% | +2.1% |
| 3M | -1.6% | +4.1% | -5.7% | -1.7% |
| 6M | -1.6% | +24.0% | -25.6% | -2.0% |
| YTD | -1.5% | +27.4% | -28.9% | -2.0% |
| 1Y | -0.4% | +38.4% | -38.8% | -1.0% |
| 3Y | +19.6% | +73.2% | -53.6% | +18.3% |
| 5Y | +3.3% | +59.9% | -56.6% | +1.9% |
| 10Y | +28.9% | +319.9% | -291.0% | +28.7% |
| All | +96.3% | +620.2% | -523.9% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling