-77.9%
VFC vs EXPD
+61.6%
-139.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.8% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | -11.6% | +4.1% | -15.7% | -14.0% |
| 3M | -18.1% | +17.9% | -36.0% | -26.7% |
| 6M | -27.4% | +29.2% | -56.6% | -39.5% |
| YTD | -24.8% | +27.4% | -52.2% | -37.6% |
| 1Y | -8.2% | +56.8% | -65.0% | -35.0% |
| 3Y | -29.1% | +68.0% | -97.2% | -52.1% |
| All | -77.9% | +61.6% | -139.4% | -85.6% |
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