-48.6%
VFC vs EXPD
+335.0%
-383.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.5% |
| 7D | +1.6% | +5.5% | -3.9% | -1.9% |
| 30D | +25.5% | -0.8% | +26.3% | +25.9% |
| 3M | +41.3% | +4.1% | +37.1% | +37.0% |
| 6M | +22.2% | +25.7% | -3.5% | +4.2% |
| YTD | +16.4% | +31.4% | -15.0% | -5.7% |
| 1Y | +38.4% | +42.2% | -3.8% | +6.4% |
| 3Y | +56.2% | +77.2% | -21.0% | +3.3% |
| 5Y | -68.2% | +61.0% | -129.2% | -78.0% |
| All | -48.6% | +335.0% | -383.6% | -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