+32.5%
VNQ vs EXPD
+68.8%
-36.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.3% | -1.1% | -0.1% | -1.0% |
| 30D | -2.9% | +4.1% | -7.0% | -3.8% |
| 3M | +0.8% | +17.9% | -17.1% | -3.0% |
| 6M | +2.5% | +29.2% | -26.8% | -3.7% |
| YTD | +10.6% | +27.4% | -16.7% | +3.4% |
| 1Y | +9.1% | +56.8% | -47.8% | -4.8% |
| All | +32.5% | +68.8% | -36.3% | +5.9% |
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