+792.6%
VGT vs EXPD
+308.0%
+484.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +1.8% | -0.9% | +2.8% | +2.3% |
| 30D | -0.3% | +4.1% | -4.4% | -2.3% |
| 3M | +3.4% | +13.8% | -10.4% | -3.3% |
| 6M | +35.0% | +27.3% | +7.7% | +18.8% |
| YTD | +28.8% | +25.4% | +3.3% | +12.8% |
| 1Y | +38.0% | +54.4% | -16.4% | +7.2% |
| 3Y | +125.8% | +67.9% | +57.9% | +63.0% |
| 5Y | +134.7% | +59.2% | +75.6% | +70.2% |
| 10Y | +792.6% | +308.6% | +484.0% | +301.3% |
| All | +792.6% | +308.0% | +484.6% | +301.3% |
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 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