+105.2%
VGT vs EXPD
+68.8%
+36.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.0% |
| 7D | -7.2% | -7.2% | -0.1% | -5.4% |
| 30D | -16.1% | -3.3% | -12.9% | -15.4% |
| 3M | -9.2% | +3.4% | -12.6% | -10.0% |
| 6M | -0.7% | +22.7% | -23.4% | -6.0% |
| YTD | +15.6% | +24.5% | -9.0% | +8.0% |
| 1Y | +14.4% | +38.6% | -24.3% | +3.3% |
| 3Y | +105.2% | +71.5% | +33.7% | +68.3% |
| All | +105.2% | +68.8% | +36.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling