+158.0%
VEA vs EXPD
+428.9%
-270.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | 0.0% | -7.4% | +7.4% | +3.3% |
| 30D | -1.4% | -2.1% | +0.7% | -0.6% |
| 3M | -4.1% | +5.7% | -9.8% | -6.6% |
| 6M | -1.3% | +21.4% | -22.7% | -9.9% |
| YTD | +12.1% | +27.6% | -15.5% | -1.4% |
| 1Y | +16.1% | +36.1% | -20.1% | -0.9% |
| 3Y | +73.0% | +69.9% | +3.1% | +30.0% |
| 5Y | +55.1% | +59.7% | -4.6% | +16.8% |
| 10Y | +156.9% | +323.0% | -166.1% | +15.5% |
| All | +158.0% | +428.9% | -270.9% | -14.5% |
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