+402.0%
VNQ vs EXPD
+861.5%
-459.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -1.4% |
| 7D | -1.0% | -1.6% | +0.5% | -0.3% |
| 30D | +6.2% | +0.6% | +5.6% | +5.7% |
| 3M | +1.5% | +9.8% | -8.3% | -3.4% |
| 6M | +2.1% | +25.8% | -23.6% | -9.5% |
| YTD | +12.8% | +31.3% | -18.5% | -3.9% |
| 1Y | +10.4% | +40.9% | -30.5% | -9.4% |
| 3Y | +44.4% | +74.7% | -30.3% | +3.2% |
| 5Y | +7.4% | +62.9% | -55.5% | -22.5% |
| 10Y | +84.0% | +334.3% | -250.4% | -25.5% |
| All | +402.0% | +861.5% | -459.6% | +43.2% |
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