+789.7%
VFC vs EXPD
+30,859.1%
-30,069.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -11.6% | +4.1% | -15.7% | -12.6% |
| 3M | -18.1% | +17.9% | -36.0% | -21.6% |
| 6M | -27.4% | +29.2% | -56.6% | -32.4% |
| YTD | -24.8% | +27.4% | -52.2% | -29.9% |
| 1Y | -8.2% | +56.8% | -65.0% | -19.0% |
| 3Y | -29.1% | +68.0% | -97.2% | -38.0% |
| 5Y | -79.2% | +61.9% | -141.0% | -81.6% |
| 10Y | -68.1% | +316.0% | -384.1% | -77.0% |
| All | +789.7% | +30,859.1% | -30,069.4% | +351.2% |
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