+2,267.4%
VGT vs EXPD
+1,174.6%
+1,092.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | +1.3% | +4.1% | -2.8% | -0.5% |
| 3M | -1.1% | +17.9% | -19.0% | -8.1% |
| 6M | +32.6% | +29.2% | +3.4% | +17.8% |
| YTD | +29.0% | +27.4% | +1.6% | +14.3% |
| 1Y | +39.7% | +56.8% | -17.1% | +12.0% |
| 3Y | +120.9% | +68.0% | +52.9% | +69.1% |
| 5Y | +133.6% | +61.9% | +71.7% | +79.2% |
| 10Y | +792.6% | +316.0% | +476.6% | +354.2% |
| All | +2,267.4% | +1,174.6% | +1,092.8% | +592.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling