-68.4%
VFC vs EXPD
+60.9%
-129.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.5% |
| 7D | +1.6% | +5.5% | -3.9% | -2.0% |
| 30D | +25.5% | -0.8% | +26.3% | +25.9% |
| 3M | +41.3% | +4.1% | +37.1% | +36.9% |
| 6M | +22.2% | +25.7% | -3.5% | +3.8% |
| YTD | +16.4% | +31.4% | -15.0% | -6.4% |
| 1Y | +38.4% | +42.2% | -3.8% | +5.1% |
| 3Y | +56.2% | +77.2% | -21.0% | +0.1% |
| All | -68.4% | +60.9% | -129.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling