+63.9%
VNQ vs EXPD
+316.4%
-252.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.5% |
| 7D | -0.9% | +1.2% | -2.0% | -1.3% |
| 30D | -2.2% | +5.2% | -7.4% | -4.1% |
| 3M | -1.9% | +13.2% | -15.1% | -6.5% |
| 6M | +3.2% | +30.3% | -27.1% | -7.0% |
| YTD | +9.4% | +27.0% | -17.6% | -1.5% |
| 1Y | +7.5% | +57.3% | -49.8% | -11.6% |
| 3Y | +31.1% | +70.0% | -38.9% | +2.4% |
| 5Y | +6.6% | +61.6% | -55.0% | -16.9% |
| 10Y | +63.9% | +321.1% | -257.1% | -11.7% |
| All | +63.9% | +316.4% | -252.4% | -11.7% |
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