+2,010.2%
VRT vs EXPD
+184.0%
+1,826.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.2% |
| 7D | +18.6% | +3.6% | +15.0% | +16.7% |
| 30D | -11.7% | +0.3% | -11.9% | -11.3% |
| 3M | -27.3% | +6.1% | -33.4% | -29.1% |
| 6M | -42.9% | +27.4% | -70.2% | -49.2% |
| YTD | +29.5% | +32.0% | -2.5% | +11.5% |
| 1Y | +21.0% | +40.5% | -19.5% | +0.9% |
| 3Y | +403.1% | +75.7% | +327.4% | +258.8% |
| 5Y | +688.8% | +61.7% | +627.1% | +467.4% |
| All | +2,010.2% | +184.0% | +1,826.2% | +1,082.7% |
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