-46.1%
VFC vs EXPD
+334.2%
-380.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +0.9% |
| 7D | +7.7% | -5.5% | +13.2% | +11.5% |
| 30D | +39.2% | -1.9% | +41.1% | +40.8% |
| 3M | +40.3% | +6.1% | +34.2% | +34.3% |
| 6M | +11.4% | +21.6% | -10.2% | -2.9% |
| YTD | +17.5% | +27.9% | -10.4% | -3.0% |
| 1Y | +45.9% | +39.4% | +6.5% | +13.6% |
| 3Y | +47.3% | +72.7% | -25.3% | -0.9% |
| 5Y | -67.2% | +60.3% | -127.5% | -77.3% |
| 10Y | -46.1% | +332.6% | -378.7% | -79.5% |
| All | -46.1% | +334.2% | -380.2% | -79.5% |
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 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