+716.4%
VGT vs EXPD
+334.2%
+382.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +1.9% |
| 7D | -1.6% | -5.5% | +3.8% | +1.1% |
| 30D | -12.5% | -1.9% | -10.6% | -11.7% |
| 3M | -7.7% | +6.1% | -13.8% | -10.5% |
| 6M | -0.2% | +21.6% | -21.8% | -9.8% |
| YTD | +19.3% | +27.9% | -8.6% | +3.3% |
| 1Y | +18.2% | +39.4% | -21.2% | -2.3% |
| 3Y | +109.6% | +72.7% | +37.0% | +49.1% |
| 5Y | +105.5% | +60.3% | +45.2% | +49.0% |
| 10Y | +716.4% | +332.6% | +383.8% | +273.9% |
| All | +716.4% | +334.2% | +382.2% | +273.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling