+1,253.6%
VFC vs EXPD
+30,870.6%
-29,617.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -1.7% |
| 7D | +10.9% | -4.8% | +15.7% | +12.3% |
| 30D | +40.6% | -1.5% | +42.2% | +41.2% |
| 3M | +34.4% | +4.1% | +30.3% | +32.9% |
| 6M | +12.3% | +24.0% | -11.7% | +5.9% |
| YTD | +14.4% | +27.4% | -13.0% | +6.6% |
| 1Y | +40.6% | +38.4% | +2.2% | +28.4% |
| 3Y | +40.1% | +73.2% | -33.1% | +21.7% |
| 5Y | -67.6% | +59.9% | -127.4% | -71.3% |
| 10Y | -45.9% | +319.9% | -365.8% | -61.1% |
| All | +1,253.6% | +30,870.6% | -29,617.0% | +585.9% |
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