+158.0%
VEA vs EXPD
+334.2%
-176.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.0% |
| 7D | +0.4% | -5.5% | +5.9% | +2.3% |
| 30D | -0.7% | -1.9% | +1.2% | -0.1% |
| 3M | -3.9% | +6.1% | -10.0% | -6.0% |
| 6M | -0.6% | +21.6% | -22.2% | -7.4% |
| YTD | +12.9% | +27.9% | -15.0% | +2.2% |
| 1Y | +18.4% | +39.4% | -21.0% | +3.7% |
| 3Y | +75.3% | +72.7% | +2.6% | +38.4% |
| 5Y | +54.3% | +60.3% | -6.0% | +22.9% |
| 10Y | +158.0% | +332.6% | -174.5% | +41.8% |
| All | +158.0% | +334.2% | -176.1% | +41.8% |
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 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