-51.4%
VG vs EXPD
+68.5%
-119.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.0% |
| 7D | -22.0% | -4.8% | -17.2% | -21.1% |
| 30D | -14.7% | -1.5% | -13.2% | -14.4% |
| 3M | -7.1% | +4.1% | -11.2% | -7.8% |
| 6M | -11.2% | +24.0% | -35.2% | -15.1% |
| YTD | +69.8% | +27.4% | +42.4% | +61.0% |
| 1Y | +49.9% | +38.4% | +11.5% | +38.7% |
| All | -51.4% | +68.5% | -119.9% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling