+51.8%
VG vs EXPD
+53.8%
-2.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -3.2% | -4.5% | -7.1% |
| 7D | -16.4% | +0.3% | -16.7% | -16.3% |
| 30D | -10.8% | +1.8% | -12.6% | -11.0% |
| 3M | -6.3% | +8.9% | -15.2% | -7.6% |
| 6M | -12.5% | +42.2% | -54.7% | -17.7% |
| YTD | +76.9% | +33.4% | +43.5% | +65.0% |
| 1Y | +51.8% | +47.2% | +4.6% | +26.0% |
| All | +51.8% | +53.8% | -2.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling