+44.4%
VMC vs EXPD
+63.3%
-18.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -1.7% | +3.6% | -5.3% | -2.9% |
| 30D | +15.3% | +0.3% | +15.0% | +15.0% |
| 3M | +0.3% | +6.1% | -5.8% | -1.9% |
| 6M | +0.9% | +27.4% | -26.5% | -7.6% |
| YTD | -1.0% | +32.0% | -33.0% | -11.7% |
| 1Y | -4.3% | +40.5% | -44.9% | -16.9% |
| 3Y | +35.3% | +75.7% | -40.4% | +3.9% |
| 5Y | +44.4% | +61.7% | -17.3% | +11.3% |
| All | +44.4% | +63.3% | -18.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling