-39.3%
VG vs EXPD
+68.4%
-107.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | +16.0% | +4.1% | +11.9% | +15.0% |
| 3M | +9.7% | +17.9% | -8.2% | +5.8% |
| 6M | +29.6% | +29.2% | +0.3% | +22.5% |
| YTD | +112.0% | +27.4% | +84.7% | +100.8% |
| 1Y | +12.8% | +56.8% | -44.0% | +0.7% |
| All | -39.3% | +68.4% | -107.7% | -46.7% |
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