+152.6%
VEA vs EXPD
+416.1%
-263.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.5% |
| 7D | -2.2% | -7.2% | +4.9% | +0.9% |
| 30D | -3.4% | -3.3% | -0.1% | -2.1% |
| 3M | -5.6% | +3.4% | -9.0% | -7.2% |
| 6M | -3.4% | +22.7% | -26.1% | -12.2% |
| YTD | +9.7% | +24.5% | -14.8% | -2.4% |
| 1Y | +15.4% | +38.6% | -23.3% | -2.3% |
| 3Y | +68.5% | +71.5% | -3.0% | +26.0% |
| 5Y | +49.6% | +56.2% | -6.6% | +13.7% |
| 10Y | +154.3% | +310.5% | -156.1% | +15.7% |
| All | +152.6% | +416.1% | -263.6% | -15.5% |
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