+35.3%
VMC vs EXPD
+75.3%
-40.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.3% | +5.5% | -6.8% | -2.4% |
| 30D | +15.5% | -0.8% | +16.3% | +15.5% |
| 3M | +0.6% | +4.1% | -3.6% | -0.4% |
| 6M | +2.1% | +25.7% | -23.6% | -2.8% |
| YTD | -1.6% | +31.4% | -33.0% | -8.1% |
| 1Y | -1.2% | +42.2% | -43.4% | -9.8% |
| 3Y | +35.3% | +77.2% | -41.9% | +10.0% |
| All | +35.3% | +75.3% | -40.0% | +10.0% |
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 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