+1,255.6%
VFC vs EXPD
+30,172.0%
-28,916.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | +11.2% | -7.2% | +18.4% | +13.3% |
| 30D | +41.5% | -3.3% | +44.8% | +42.7% |
| 3M | +38.9% | +3.4% | +35.5% | +37.6% |
| 6M | +6.1% | +22.7% | -16.6% | +0.4% |
| YTD | +14.5% | +24.5% | -10.0% | +7.3% |
| 1Y | +46.0% | +38.6% | +7.3% | +33.1% |
| 3Y | +36.4% | +71.5% | -35.1% | +18.8% |
| 5Y | -67.5% | +56.2% | -123.8% | -71.1% |
| 10Y | -45.8% | +310.5% | -356.3% | -60.8% |
| All | +1,255.6% | +30,172.0% | -28,916.4% | +591.0% |
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