+73.0%
VEA vs EXPD
+75.3%
-2.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +2.3% | +5.5% | -3.3% | +1.2% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | -5.3% | +4.1% | -9.5% | -6.1% |
| 6M | -0.9% | +25.7% | -26.6% | -5.3% |
| YTD | +12.2% | +31.4% | -19.2% | +5.6% |
| 1Y | +16.1% | +42.2% | -26.1% | +7.1% |
| 3Y | +73.0% | +77.2% | -4.2% | +44.7% |
| All | +73.0% | +75.3% | -2.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling