+95.9%
VCIT vs EXPD
+653.8%
-558.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +2.2% | +1.8% | +0.3% | +2.1% |
| 3M | -1.8% | +8.9% | -10.8% | -2.0% |
| 6M | -1.6% | +42.2% | -43.9% | -2.2% |
| YTD | -1.7% | +33.4% | -35.1% | -2.3% |
| 1Y | -0.8% | +47.2% | -48.0% | -1.6% |
| 3Y | +19.3% | +81.3% | -62.0% | +17.9% |
| 5Y | +3.5% | +60.2% | -56.7% | +2.1% |
| 10Y | +28.6% | +339.5% | -310.9% | +28.3% |
| All | +95.9% | +653.8% | -558.0% | +98.8% |
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