+392.5%
VNQ vs EXPD
+832.9%
-440.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -1.3% | -1.1% | -0.1% | -0.7% |
| 30D | -2.9% | +4.1% | -7.0% | -4.9% |
| 3M | +0.8% | +17.9% | -17.1% | -7.4% |
| 6M | +2.5% | +29.2% | -26.8% | -10.6% |
| YTD | +10.6% | +27.4% | -16.7% | -4.0% |
| 1Y | +9.1% | +56.8% | -47.8% | -15.5% |
| 3Y | +31.0% | +68.0% | -37.0% | -4.3% |
| 5Y | +4.9% | +61.9% | -57.0% | -24.2% |
| 10Y | +59.5% | +316.0% | -256.5% | -33.8% |
| All | +392.5% | +832.9% | -440.4% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling