+36.4%
VFC vs EXPD
+68.8%
-32.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.6% |
| 7D | +11.2% | -7.2% | +18.4% | +16.5% |
| 30D | +41.5% | -3.3% | +44.8% | +44.4% |
| 3M | +38.9% | +3.4% | +35.5% | +35.1% |
| 6M | +6.1% | +22.7% | -16.6% | -8.7% |
| YTD | +14.5% | +24.5% | -10.0% | -5.1% |
| 1Y | +46.0% | +38.6% | +7.3% | +10.4% |
| 3Y | +36.4% | +71.5% | -35.1% | -22.1% |
| All | +36.4% | +68.8% | -32.5% | -22.1% |
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