+160.3%
VMC vs EXPD
+304.0%
-143.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +0.5% | -7.2% | +7.7% | +3.5% |
| 30D | +15.8% | -3.3% | +19.1% | +17.2% |
| 3M | +0.6% | +3.4% | -2.8% | -1.1% |
| 6M | -4.0% | +22.7% | -26.7% | -12.3% |
| YTD | -0.3% | +24.5% | -24.8% | -10.8% |
| 1Y | -0.5% | +38.6% | -39.2% | -15.2% |
| 3Y | +39.6% | +71.5% | -31.9% | +4.8% |
| 5Y | +50.1% | +56.2% | -6.2% | +15.4% |
| All | +160.3% | +304.0% | -143.8% | +33.0% |
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