+742.6%
VGT vs EXPD
+336.9%
+405.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | +5.6% | +3.6% | +2.0% | +3.8% |
| 30D | -10.6% | +0.3% | -10.9% | -10.7% |
| 3M | -6.9% | +6.1% | -13.0% | -9.7% |
| 6M | +0.9% | +27.4% | -26.4% | -10.8% |
| YTD | +20.4% | +32.0% | -11.6% | +2.7% |
| 1Y | +17.4% | +40.5% | -23.2% | -3.3% |
| 3Y | +106.3% | +75.7% | +30.6% | +45.5% |
| 5Y | +107.9% | +61.7% | +46.1% | +50.3% |
| All | +742.6% | +336.9% | +405.7% | +268.4% |
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