+728.4%
VGT vs EXPD
+335.0%
+393.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +2.5% | +5.5% | -3.1% | -0.2% |
| 30D | -9.5% | -0.8% | -8.7% | -9.1% |
| 3M | -9.5% | +4.1% | -13.6% | -11.4% |
| 6M | -1.8% | +25.7% | -27.4% | -12.7% |
| YTD | +18.4% | +31.4% | -13.0% | +1.2% |
| 1Y | +18.7% | +42.2% | -23.4% | -2.8% |
| 3Y | +103.8% | +77.2% | +26.6% | +42.9% |
| 5Y | +104.4% | +61.0% | +43.4% | +48.1% |
| All | +728.4% | +335.0% | +393.4% | +262.9% |
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