+1,274.9%
VFC vs EXPD
+31,808.5%
-30,533.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -1.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +30.7% | +0.6% | +30.1% | +30.5% |
| 3M | +40.6% | +9.8% | +30.8% | +37.0% |
| 6M | +16.5% | +25.8% | -9.3% | +9.4% |
| YTD | +16.2% | +31.3% | -15.1% | +7.4% |
| 1Y | +42.4% | +40.9% | +1.5% | +29.4% |
| 3Y | +48.1% | +74.7% | -26.7% | +28.3% |
| 5Y | -67.8% | +62.9% | -130.7% | -71.7% |
| 10Y | -48.5% | +334.3% | -382.8% | -63.3% |
| All | +1,274.9% | +31,808.5% | -30,533.6% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling