+153.4%
VMC vs EXPD
+314.6%
-161.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | -8.2% | +4.1% | -12.3% | -9.8% |
| 3M | -7.0% | +17.9% | -24.9% | -13.3% |
| 6M | -10.8% | +29.2% | -40.0% | -20.3% |
| YTD | -7.4% | +27.4% | -34.7% | -17.8% |
| 1Y | -9.5% | +56.8% | -66.3% | -27.2% |
| 3Y | +20.5% | +68.0% | -47.6% | -8.4% |
| 5Y | +51.6% | +61.9% | -10.3% | +14.4% |
| All | +153.4% | +314.6% | -161.1% | +23.0% |
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